Simultaneous similarity reductions for a pair of matrices to condensed forms (Q2255033): Difference between revisions

The authors present algorithms that simultaneously reduce a pair of square matrices to upper Hessenberg and lower Hessenberg forms through a similarity transformation, by considering special matrix pairs, then they recover the standard Arnoldi algorithm as well as the non-symmetric Lanczos algorithm. A numerical example on a model problem is presented to demonstrate this useful approximation property.