A matrix analysis of Arnoldi and Lanczos methods

DOI10.1007/S002110050386MaRDI QIDQ1279839zbMATH OpenOpenAlexFDO

Authors Valeria Simoncini

Publication date 17 February 1999

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050386

zbMATH Keywords

Arnoldi methodbackward error analysisbanded Toeplitz matriceseigenpairseigenvalueseigenvectorsLanczos methodsnon-normal matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The author presents a matrix analysis of the Arnoldi and Lanczos methods for approximating eigenpairs of a non-normal matrix. A new relation between the matrix representation of the two methods is defined to relate the corresponding eigenvalues and eigenvectors. Finally, backward error analysis is used to theoretically justify some unexpected experimental behaviour of non-normal matrices and in particular of banded Toeplitz matrices.

Recommendations

• Arnoldi versus nonsymmetric Lanczos algorithms for solving matrix eigenvalue problems
• Adaptation of the Lanczos and Arnoldi methods to the spectrum, or why the two Krylov subspace methods are powerful
• The Arnoldi Method for Normal Matrices

Cited in

(8)

• Matrix-free \(W\)-methods using a multiple Arnoldi iteration
• Arnoldi versus nonsymmetric Lanczos algorithms for solving matrix eigenvalue problems
• The effect of non-optimal bases on the convergence of Krylov subspace methods
• New matrix function approximations and quadrature rules based on the Arnoldi process
• A low cost Arnoldi method for large linear initial value problems
• scientific article; zbMATH DE number 4215273 (Why is no real title available?)
• The Arnoldi Method for Normal Matrices
• Adaptation of the Lanczos and Arnoldi methods to the spectrum, or why the two Krylov subspace methods are powerful

Describes a project that uses

Uses Software

• QMRPACK

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