Uniform Error Estimates for the Lanczos Method
From MaRDI portal
Publication:5158757
DOI10.1137/20M1331470OpenAlexW3201061354MaRDI QIDQ5158757
Publication date: 26 October 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.09362
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- Interlacing of the zeros of Jacobi polynomials with different parameters
- On the randomized error of polynomial methods for eigenvector and eigenvalue estimates
- A strong law for weighted sums of i.i.d. random variables
- A fast divide-and-conquer algorithm for computing the spectra of real symmetric tridiagonal matrices
- On the zeros of spherical and ultraspherical polynomials
- Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with the Lanczos Method
- Numerical Methods for Large Eigenvalue Problems
- Spectral Methods
- On Estimates for the Weights in Gaussian Quadrature in the Ultraspherical Case
- On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
- On Estimating the Largest Eigenvalue with the Lanczos Algorithm
- Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
- Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm
- An elementary proof of a theorem of Johnson and Lindenstrauss
- Tight query complexity lower bounds for PCA via finite sample deformed wigner law
- Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
- Estimates for Some Computational Techniques in Linear Algebra
This page was built for publication: Uniform Error Estimates for the Lanczos Method