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Accuracy

Options.Tol       (default 1.0e-8)

jdqz accepts an approximate right Schur vector q with associated eigenvalue (theta1,theta2) if the 2-norm of the residual r is less than Options.Tol/sqrt(k). Then we have that

norm(A*Q-Z*S,'fro') < Tol       and       norm(B*Q-Z*T,'fro') < Tol

How accurate the approximations of the eigenvectors and the invariant subspaces are, depends on the conditioning of these quantities.

The residual that jdqz computes is given by r = (I-Z*Z')*(theta2*A*q-theta1*B*q).



Gerard L.G. Sleijpen 2002-05-02