On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems

摘要

In this paper, we present the inexact structure preserving Arnoldi methods for structured eigenvalue problems. They are called structure preserving because the computed eigenvalues and eigenvectors can preserve the desirable properties of the structures of the original matrices, even with large errors involved in the computation of matrix-vector products. A backward error matrix is called structured if it has the same structure as the original matrix. We derive a common form for the structured backward errors that can be used for different structure preserving processes, and prove the derived form has the minimum Frobenius norm among all possible backward errors. Furthermore, we employ the derived backward errors for some specific structure preserving processes to estimate the accuracy of the solutions obtained by inexact Arnoldi methods for eigenvalue problems. We aim to give, wherever possible, formulae that are inexpensive to compute so that they can be used routinely in practice. Numerical experiments are provided to support the theoretical results.