Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
From MaRDI portal
Publication:1157667
DOI10.1016/0024-3795(80)90167-6zbMath0471.65017OpenAlexW2030995892MaRDI QIDQ1157667
Publication date: 1980
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(80)90167-6
Lanczos algorithmKrylov subspacereorthogonalizationlarge sparse symmetric matrixsymmetric eigenproblem
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)
Related Items (53)
The joint bidiagonalization process with partial reorthogonalization ⋮ A generalized nonsymmetric Lanczos procedure ⋮ The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision ⋮ On application of the Lanczos method to solution of some partial differential equations ⋮ Algebraic description of the finite Stieltjes moment problem ⋮ Estimates in quadratic formulas ⋮ Lanczos, Householder transformations, and implicit deflation for fast and reliable dominant singular subspace computation ⋮ The Numerical Stability Analysis of Pipelined Conjugate Gradient Methods: Historical Context and Methodology ⋮ When does the Lanczos algorithm compute exactly? ⋮ Maintaining convergence properties of BiCGStab methods in finite precision arithmetic ⋮ Numerical stability of GMRES ⋮ On tridiagonalization of matrices ⋮ Reliable updated residuals in hybrid Bi-CG methods ⋮ Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences ⋮ The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data ⋮ Peaks, plateaus, numerical instabilities in a Galerkin minimal residual pair of methods for solving \(Ax=b\) ⋮ Arnoldi versus nonsymmetric Lanczos algorithms for solving matrix eigenvalue problems ⋮ Abstract perturbed Krylov methods ⋮ The Lanczos phenomenon - An interpretation based upon conjugate gradient optimization ⋮ The behavior of the Gauss-Radau upper bound of the error norm in CG ⋮ Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation ⋮ Towards backward perturbation bounds for approximate dual Krylov subspaces ⋮ Deflation for the Off-Diagonal Block in Symmetric Saddle Point Systems ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ Lanczos method of tridiagonalization, Jacobi matrices and physics ⋮ \textit{TimeEvolver}: a program for time evolution with improved error bound ⋮ Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization ⋮ Analyzing the Effect of Local Rounding Error Propagation on the Maximal Attainable Accuracy of the Pipelined Conjugate Gradient Method ⋮ Composite convergence bounds based on Chebyshev polynomials and finite precision conjugate gradient computations ⋮ Predict-and-Recompute Conjugate Gradient Variants ⋮ An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process ⋮ TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems ⋮ Large sparse symmetric eigenvalue problems with homogeneous linear constraints: The Lanczos process with inner-outer iterations ⋮ Accurate error estimation in CG ⋮ On the Convergence Rate of Variants of the Conjugate Gradient Algorithm in Finite Precision Arithmetic ⋮ Sparse matrices ⋮ Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem ⋮ Structure in loss of orthogonality ⋮ Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations ⋮ Inflationary dynamics for matrix eigenvalue problems ⋮ Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions ⋮ Large-scale complex eigenvalue problems ⋮ Laplacian Preconditioning of Elliptic PDEs: Localization of the Eigenvalues of the Discretized Operator ⋮ Efficient semidefinite programming with approximate ADMM ⋮ On the cost of iterative computations ⋮ The stabilization of weights in the Lanczos and conjugate gradient method ⋮ Analysis of the finite precision bi-conjugate gradient algorithm for nonsymmetric linear systems ⋮ A survey of Lanczos procedures for very large real 'symmetric' eigenvalue problems ⋮ Error Bounds for Lanczos-Based Matrix Function Approximation ⋮ An eigenvector-eigenvalue-identity for matrices with a non-semi-simple eigenvalue ⋮ Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision ⋮ Analysis of the symmetric Lanczos algorithm with reorthogonalization methods ⋮ On the real convergence rate of the conjugate gradient method
Cites Work
- Unnamed Item
- Eigenvalues of perturbed Hermitian matrices
- Principal submatrices. II: The upper and lower quadratic inequalities
- Solution of Sparse Indefinite Systems of Linear Equations
- Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
- Use of the Lanczos Method for Finding Complete Sets of Eigenvalues of Large Sparse Symmetric Matrices
- The Lanczos Algorithm with Selective Orthogonalization
- How to Make the Lanczos Algorithm Converge Slowly
- Estimates for Some Computational Techniques in Linear Algebra
- Practical use of the symmetric Lanczos process with re-orthogonalization
- Computational Variants of the Lanczos Method for the Eigenproblem
This page was built for publication: Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem