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Necessary and sufficient conditions for orthogonal similarity transformations to obtain the Arnoli(Lanczos)-Ritz values

机译:正交相似性变换以获得Arnoli(Lanczos)-Ritz值的充要条件

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摘要

It is a well-known fact that while reducing a symmetric matrix into a similar tridiagonal one, the already tridiagonal matrix in the partially reduced matrix has as eigenvalues the Lanczos-Ritz values. This behavior is also shared by the reduction algorithm which transforms symmetric matrices via orthogonal similarity transformations to semiseparable form. Moreover also the orthogonal reduction to Hessenberg form has a similar behavior with respect to the Arnoldi-Ritz values.In this paper we investigate the orthogonal similarity transformations creating this behavior. Two easy conditions are derived, which provide necessary and sufficient conditions, such that the partially reduced matrices have the desired convergence behavior. The conditions are easy to check as they demand that in every step of the reduction algorithm two particular matrices need to have a zero block.
机译:众所周知的事实是,虽然将对称矩阵简化为相似的三对角矩阵,但部分简化的矩阵中已为三对角矩阵的特征值是Lanczos-Ritz值。该行为也被归约算法共享,归约算法通过正交相似性转换将对称矩阵转换为半可分离形式。此外,相对于Arnoldi-Ritz值,对Hessenberg形式的正交归约也具有相似的行为。在本文中,我们研究了产生这种行为的正交相似变换。导出了两个简单条件,它们提供了必要条件和充分条件,以使部分缩减的矩阵具有所需的收敛行为。条件很容易检查,因为它们要求在约简算法的每个步骤中,两个特定的矩阵都需要有一个零块。

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