An Error Bound for Eigenvalue Analysis by Nodal Condensation
Heinrich Voß
Abstract
Heinrich Voß
Abstract
The nodal condensation is an efficient way of reducing the size of eigenvalue problems to manageable proportions. In this note we use a minimax characterization of the eigenvalues of the exactly condensed (nonlinear) eigenvalue problem to estimate the errors of the eigenvalues of the reduced (linear) problem. The eigenvalue approximations can be improved considerably by the use of the Rayleigh functional of the nonlinear problem.
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The nodal condensation is an efficient way of reducing the size of eigenvalue problems to manageable proportions. In this note we use a minimax characterization of the eigenvalues of the exactly condensed (nonlinear) eigenvalue problem to estimate the errors of the eigenvalues of the reduced (linear) problem. The eigenvalue approximations can be improved considerably by the use of the Rayleigh functional of the nonlinear problem.
Key concepts: Eigenvalues and eigenvectors, Minimax, Nonlinear system, Mathematics, Divide-and-conquer eigenvalue algorithm, Applied mathematics, Inverse iteration, NODAL