Generating identical Ritz values

P. Smit
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P. Smit: Tilburg University, Faculty of Economics and Business Administration

No 696, Research Memorandum from Tilburg University, Faculty of Economics and Business Administration

Abstract: The Arnoldi algorithm generates Ritz values which are approximations of the eigenvalues of a given matrix. Apart from this matrix the Ritz values depend on the startvector and the innerproduct. In this paper the combinations of matrix, startvector and innerproduct are characterised which lead to the same Ritz values as a given combination.

Date: 1995
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Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubrem:1995696

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