Title
Spectral discretization errors in filtered subspace iteration.
Abstract
We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation of an operator-valued contour integral of the resolvent. Resolvents on infinite-dimensional spaces are discretized in computable finite-dimensional spaces before the algorithm is applied. This study focuses on how such discretizations result in errors in the eigenspace approximations computed by the algorithm. The computed eigenspace is then used to obtain approximations of the eigenvalue cluster. Bounds for the Hausdorff distance between the computed and exact eigenvalue clusters are obtained in terms of the discretization parameters within an abstract framework. A realization of the proposed approach for a model second-order elliptic operator using a standard finite element discretization of the resolvent is described. Some numerical experiments are conducted to gauge the sharpness of the theoretical estimates.
Year
DOI
Venue
2020
10.1090/mcom/3483
MATHEMATICS OF COMPUTATION
Field
DocType
Volume
Hilbert space,Discretization,Subspace topology,Resolvent,Mathematical analysis,Elliptic operator,Hausdorff distance,Quadrature (mathematics),Eigenvalues and eigenvectors,Mathematics
Journal
89
Issue
ISSN
Citations 
321
0025-5718
1
PageRank 
References 
Authors
0.37
6
3
Name
Order
Citations
PageRank
Jay Gopalakrishnan1335.35
luka grubisic232.80
Jeffrey S. Ovall3488.39