Rayleigh-Ritz Approximation For the Linear Response Eigenvalue Problem.

Lei-Hong Zhang Jungong Xue Ren-Cang Li

Published in: SIAM J. Matrix Anal. Appl. (2014)

Keyphrases

closed form
error tolerance
linear approximation
covariance matrix
linear systems
least squares
sequential monte carlo methods
search algorithm
approximation algorithms
approximation error
approximation ratio
symmetric matrix
perturbation theory
gaussian convolution