Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
From MaRDI portal
Publication:4117302
DOI10.1093/IMAMAT/18.3.341zbMath0347.65018OpenAlexW1996375718MaRDI QIDQ4117302
Publication date: 1976
Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamat/18.3.341
Related Items (73)
The joint bidiagonalization process with partial reorthogonalization ⋮ Super-matrix methods ⋮ Towards a black box Lanczos program ⋮ The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision ⋮ On application of the Lanczos method to solution of some partial differential equations ⋮ A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions ⋮ An iterative solution method for solving \(f(A)x=b\), using Krylov subspace information obtained for the symmetric positive definite matrix A ⋮ Sergei Konstantinovich Godunov has turned 85 years old ⋮ Estimates in quadratic formulas ⋮ The use of a refined error bound when updating eigenvalues of tridiagonals ⋮ Optimal Low-rank Approximations of Bayesian Linear Inverse Problems ⋮ A two-step iterative block Lanczos algorithm for a dominant eigenspan ⋮ An implicit shift bidiagonalization algorithm for ill-posed systems ⋮ Krylov subspace methods for the Dirac equation ⋮ Computation of generalized matrix functions with rational Krylov methods ⋮ Unnamed Item ⋮ The Numerical Stability Analysis of Pipelined Conjugate Gradient Methods: Historical Context and Methodology ⋮ When does the Lanczos algorithm compute exactly? ⋮ Numerical stability of GMRES ⋮ Inversion of the fermion matrix and the equivalence of the conjugate gradient and Lanczos algorithms ⋮ A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations ⋮ Exact time evolution methods for large bound systems ⋮ Determination of eigenstates via Lanczos-based forward substitution and filter- diagonalization ⋮ The Lanczos Algorithm with Selective Orthogonalization ⋮ 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 Short-Term Rational Lanczos Method and Applications ⋮ A new look at the Lanczos algorithm for solving symmetric systems of linear equations ⋮ Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation ⋮ Towards backward perturbation bounds for approximate dual Krylov subspaces ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ Lanczos method of tridiagonalization, Jacobi matrices and physics ⋮ Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem ⋮ \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 ⋮ An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process ⋮ Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods ⋮ TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems ⋮ Eigenpairs of Wilkinson Matrices ⋮ The influence of orthogonality on the Arnoldi method ⋮ Faster randomized partial trace estimation ⋮ Backward error analysis of the Lanczos bidiagonalization with reorthogonalization ⋮ An efficient matrix tridiagonalization method for 3D finite element analysis of free vibration ⋮ Sparse matrices ⋮ Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem ⋮ On the sensitivity of Lanczos recursions to the spectrum ⋮ A new approach for determining the time step when propagating with the Lanczos algorithm ⋮ Error estimation in preconditioned conjugate gradients ⋮ Error analysis of symplectic Lanczos method for Hamiltonian eigenvalue problem ⋮ A posteriori error bounds for the block-Lanczos method for matrix function approximation ⋮ Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations ⋮ Analyzing vector orthogonalization algorithms ⋮ Accurate polynomial fitting and evaluation via Arnoldi ⋮ On the numerical solution of the eigenvalue problem of the Laplace operator by a capacitance matrix method ⋮ Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions ⋮ A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems ⋮ Accurate conjugate gradient methods for families of shifted systems ⋮ A high-precision study of anharmonic-oscillator spectra ⋮ Algorithm 937 ⋮ Projected Newton method for noise constrained Tikhonov regularization ⋮ The stabilization of weights in the Lanczos and conjugate gradient method ⋮ The Lanczos algorithm for extensive many-body systems in the thermodynamic limit ⋮ 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 ⋮ Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision ⋮ Analysis of the symmetric Lanczos algorithm with reorthogonalization methods ⋮ The conjugate gradient algorithm on a general class of spiked covariance matrices ⋮ RESTARTING TECHNIQUES FOR THE LANCZOS ALGORITHM AND THEIR IMPLEMENTATION IN PARALLEL COMPUTING ENVIRONMENTS: ARCHITECTURAL INFLUENCES
This page was built for publication: Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix