The use of a refined error bound when updating eigenvalues of tridiagonals

DOI10.1016/0024-3795(85)90213-7zbMath0629.65037OpenAlexW2008694421MaRDI QIDQ1094092

Beresford N. Parlett, Bahram Nour-Omid

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90213-7

zbMATH Keywords

convergenceeigenvaluesRitz valuesLanczos algorithmmisconvergencenested sequence of tridiagonal matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Related Items (17)

Numerical method for unitary systems ⋮ Applications of the Lanczos method ⋮ Towards a black box Lanczos program ⋮ Implementing Lanczos-like algorithms on hypercube architectures ⋮ An approximate inverse matrix technique for arrowhead matrices ⋮ High performance inverse preconditioning ⋮ Singular value decompositions of complex symmetric matrices ⋮ Effect of the CYBER 205 on the choice of method for solving the eigenvalue problem \((A-\lambda M)x=0\) ⋮ Java multithreading‐based parallel approximate arrow‐type inverses ⋮ Some basic information on information-based complexity theory ⋮ An adaptive block Lanczos algorithm ⋮ Computing eigenvalues: Lanczos algorithm with a new recursive partitioning method ⋮ The Lanczos algorithm for the generalized symmetric eigenproblem on shared-memory architectures ⋮ Inversion and pseudoinversion of block arrowhead matrices ⋮ An explicit formula for the inverse of arrowhead and doubly arrow matrices ⋮ Deflation for the Symmetric Arrowhead and Diagonal-Plus-Rank-One Eigenvalue Problems ⋮ An efficient method for computing the inverse of arrowhead matrices

Cites Work

• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• A Divide and Conquer method for the symmetric tridiagonal eigenproblem
• Rank-one modification of the symmetric eigenproblem
• An invariant deflation for lower banded matrices
• The Lanczos Algorithm With Partial Reorthogonalization
• Lanczos versus subspace iteration for solution of eigenvalue problems
• The Spectral Transformation Lanczos Method for the Numerical Solution of Large Sparse Generalized Symmetric Eigenvalue Problems
• On Estimating the Largest Eigenvalue with the Lanczos Algorithm
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• The Lanczos Algorithm with Selective Orthogonalization

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