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Uniform accuracy of eigenpairs from a shift-invert Lanczos method

Hetmaniuk, Ulrich L.; Lehoucq, Richard B.

This paper analyzes the accuracy of the shift-invert Lanczos iteration for computing eigenpairs of the symmetric definite generalized eigenvalue problem. We provide bounds for the accuracy of the eigenpairs produced by shift-invert Lanczos given a residual reduction. We discuss the implications of our analysis for practical shift-invert Lanczos iterations. When the generalized eigenvalue problem arises from a conforming finite element method, we also comment on the uniform accuracy of bounds (independent of the mesh size h).