Abstract
Estimating upper bounds of the spectrum of large Hermitian matrices has long been a problem with both theoretical and practical significance. Algorithms that can compute tight upper bounds with minimum computational cost will have applications in a variety of areas. We present a practical algorithm that exploits k-step Lanczos iteration with a safeguard step. The k is generally very small, say 5–8, regardless of the large dimension of the matrices. This makes the Lanczos iteration economical. The safeguard step can be realized with marginal cost by utilizing the theoretical bounds developed in this paper. The bounds establish the theoretical validity of a previous bound estimator that has been successfully used in various applications. Moreover, we improve the bound estimator which can now provide tighter upper bounds with negligible additional cost.
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