Filtered Rayleigh-Ritz is all you need

Recent work has shown that the (block) Lanczos algorithm can be used to extract approximate energy spectra and matrix elements from (matrices of) correlation functions in quantum field theory, and identified exact coincidences between Lanczos analysis methods and others. In this work, we note another coincidence: the Lanczos algorithm is equivalent to the well-known Rayleigh-Ritz method applied to Krylov subspaces. Rayleigh-Ritz provides optimal eigenvalue approximations within subspaces; we find that spurious-state filtering allows these optimality guarantees to be retained in the presence of statistical noise. We explore the relation between Lanczos and Prony's method, their block generalizations, generalized pencil of functions (GPOF), and methods based on the generalized eigenvalue problem (GEVP), and find they all fall into a larger "Prony-Ritz equivalence class", identified as all methods which solve a finite-dimensional spectrum exactly given sufficient correlation function (matrix) data. This equivalence allows simpler and more numerically stable implementations of (block) Lanczos analyses.

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Publication Details

Journal
ArXiv.org
Published
2025-03-21
DOI
https://doi.org/10.48550/arxiv.2503.17357
Primary Topic
Reservoir Engineering and Simulation Methods
Type
article
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Filtered Rayleigh-Ritz is all you need

Daniel C. Hackett, Dimitra A. Pefkou, Michael L. Wagman, George Fleming et al.
ArXiv.org
Reservoir Engineering and Simulation Methods
article

Filtered Rayleigh-Ritz is all you need

Daniel C. Hackett, Dimitra A. Pefkou, Michael L. Wagman, George Fleming, Ryan Abbott
article en

Abstract

Recent work has shown that the (block) Lanczos algorithm can be used to extract approximate energy spectra and matrix elements from (matrices of) correlation functions in quantum field theory, and identified exact coincidences between Lanczos analysis methods and others. In this work, we note another coincidence: the Lanczos algorithm is equivalent to the well-known Rayleigh-Ritz method applied to Krylov subspaces. Rayleigh-Ritz provides optimal eigenvalue approximations within subspaces; we find that spurious-state filtering allows these optimality guarantees to be retained in the presence of statistical noise. We explore the relation between Lanczos and Prony's method, their block generalizations, generalized pencil of functions (GPOF), and methods based on the generalized eigenvalue problem (GEVP), and find they all fall into a larger "Prony-Ritz equivalence class", identified as all methods which solve a finite-dimensional spectrum exactly given sufficient correlation function (matrix) data. This equivalence allows simpler and more numerically stable implementations of (block) Lanczos analyses.

ArXiv.org
Fermi National Accelerator Laboratory (US), University of California, Berkeley (US)
Reservoir Engineering and Simulation Methods
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Filtered Rayleigh-Ritz is all you need — Daniel C. Hackett, Dimitra A. Pefkou, et al. · ArXiv.org (2025) | TGRS Research Map | TGRS