4,754 research outputs found
Stability Estimates and Structural Spectral Properties of Saddle Point Problems
For a general class of saddle point problems sharp estimates for
Babu\v{s}ka's inf-sup stability constants are derived in terms of the constants
in Brezzi's theory. In the finite-dimensional Hermitian case more detailed
spectral properties of preconditioned saddle point matrices are presented,
which are helpful for the convergence analysis of common Krylov subspace
methods. The theoretical results are applied to two model problems from optimal
control with time-periodic state equations. Numerical experiments with the
preconditioned minimal residual method are reported
Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems
We propose a verified computation method for partial eigenvalues of a
Hermitian generalized eigenproblem. The block Sakurai-Sugiura Hankel method, a
contour integral-type eigensolver, can reduce a given eigenproblem into a
generalized eigenproblem of block Hankel matrices whose entries consist of
complex moments. In this study, we evaluate all errors in computing the complex
moments. We derive a truncation error bound of the quadrature. Then, we take
numerical errors of the quadrature into account and rigorously enclose the
entries of the block Hankel matrices. Each quadrature point gives rise to a
linear system, and its structure enables us to develop an efficient technique
to verify the approximate solution. Numerical experiments show that the
proposed method outperforms a standard method and infer that the proposed
method is potentially efficient in parallel.Comment: 15 pages, 4 figures, 1 tabl
Identities and exponential bounds for transfer matrices
This paper is about analytic properties of single transfer matrices
originating from general block-tridiagonal or banded matrices. Such matrices
occur in various applications in physics and numerical analysis. The
eigenvalues of the transfer matrix describe localization of eigenstates and are
linked to the spectrum of the block tridiagonal matrix by a determinantal
identity, If the block tridiagonal matrix is invertible, it is shown that half
of the singular values of the transfer matrix have a lower bound exponentially
large in the length of the chain, and the other half have an upper bound that
is exponentially small. This is a consequence of a theorem by Demko, Moss and
Smith on the decay of matrix elements of inverse of banded matrices.Comment: To appear in J. Phys. A: Math. and Theor. (Special issue on Lyapunov
Exponents, edited by F. Ginelli and M. Cencini). 16 page
Rayleigh-Ritz majorization error bounds of the mixed type
The absolute change in the Rayleigh quotient (RQ) for a Hermitian matrix with
respect to vectors is bounded in terms of the norms of the residual vectors and
the angle between vectors in [\doi{10.1137/120884468}]. We substitute
multidimensional subspaces for the vectors and derive new bounds of absolute
changes of eigenvalues of the matrix RQ in terms of singular values of residual
matrices and principal angles between subspaces, using majorization. We show
how our results relate to bounds for eigenvalues after discarding off-diagonal
blocks or additive perturbations.Comment: 20 pages, 1 figure. Accepted to SIAM Journal on Matrix Analysis and
Application
Structured backward errors for eigenvalues of linear port-Hamiltonian descriptor systems
When computing the eigenstructure of matrix pencils associated with the
passivity analysis of perturbed port-Hamiltonian descriptor system using a
structured generalized eigenvalue method, one should make sure that the
computed spectrum satisfies the symmetries that corresponds to this structure
and the underlying physical system. We perform a backward error analysis and
show that for matrix pencils associated with port-Hamiltonian descriptor
systems and a given computed eigenstructure with the correct symmetry structure
there always exists a nearby port-Hamiltonian descriptor system with exactly
that eigenstructure. We also derive bounds for how near this system is and show
that the stability radius of the system plays a role in that bound
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