Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm

DOI10.1137/S0895479892230456zbMath0801.65034OpenAlexW2090358611MaRDI QIDQ4292692

No author found.

Publication date: 4 December 1994

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479892230456

zbMATH Keywords

eigenvaluescondition numberRayleigh quotientLanczos algorithmKrylov subspaceprobabilistic estimatesrandom start

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35) Canonical forms, reductions, classification (15A21)

Related Items (11)

Randomization and the parallel solution of linear algebra problems ⋮ On the randomized error of polynomial methods for eigenvector and eigenvalue estimates ⋮ Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization ⋮ Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces ⋮ The Lanczos Algorithm Under Few Iterations: Concentration and Location of the Output ⋮ Uniform Error Estimates for the Lanczos Method ⋮ Numerical accuracy of a certain class of iterative methods for solving linear system ⋮ Randomized block Krylov methods for approximating extreme eigenvalues ⋮ Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization ⋮ Subspace Iteration Randomization and Singular Value Problems ⋮ Symbolic and numeric methods for exploiting structure in constructing resultant matrices

This page was built for publication: Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm