Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences (Q1114332)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences |
scientific article |
Statements
Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences (English)
0 references
1989
0 references
For the Lanczos and conjugate-gradient algorithms it is shown that in the presence of roundoff the computed set of orthogonal polynomials are still orthogonal polynomials but with respect to a slighly different measure. This property is used to obtain information on the approximate eigenvalues computed by the Lanczos method and the rate of convergence of the perturbed conjugate-gradient algorithm.
0 references
Lanczos method
0 references
conjugate-gradient method
0 references
error analysis
0 references
orthogonal polynomials
0 references
rate of convergence
0 references
