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