The convergence of harmonic Ritz values, harmonic Ritz vectors, and refined harmonic Ritz vectors

This paper concerns a harmonic projection method for computing an approximation to an eigenpair of a large matrix . Given a target point and a subspace that contains an approximation to , the harmonic projection method returns an approximation to . Three convergence results are established as the deviation of from approaches zero. First, the harmonic Ritz value converges to if a certain Rayleigh quotient matrix is uniformly nonsingular. Second, the harmonic Ritz vector converges to if the Rayleigh quotient matrix is uniformly nonsingular and remains well separated from the other harmonic Ritz values. Third, better error bounds for the convergence of are derived when converges. However, we show that the harmonic projection method can fail to find the desired eigenvalue --in other words, the method can miss if it is very close to . To this end, we propose to compute the Rayleigh quotient of with respect to and take it as a new approximate eigenvalue. is shown to converge to once tends to , no matter how is close to . Finally, we show that if the Rayleigh quotient matrix is uniformly nonsingular, then the refined harmonic Ritz vector, or more generally the refined eigenvector approximation introduced by the author, converges. We construct examples to illustrate our theory.