Accuracy of the Lanczos process for the eigenproblem and solution of equations
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conjugate gradientseigenproblemJordan canonical formLanczos processlarge sparse matricesorthogonalityrounding error analysissystems of equations
Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Computational methods for sparse matrices (65F50) Roundoff error (65G50)
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- When does the Lanczos algorithm compute exactly?
Cites work
- A useful form of unitary matrix obtained from any sequence of unit 2-norm n-vectors
- Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
- Accuracy of the s-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
- Accuracy of two three-term and three two-term recurrences for Krylov space solvers
- An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
- An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
- Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
- Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
- scientific article; zbMATH DE number 1024452 (Why is no real title available?)
- scientific article; zbMATH DE number 1049353 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
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- Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Methods of conjugate gradients for solving linear systems
- MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems
- Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
- Numerical equivalences among Krylov subspace algorithms for skew-symmetric matrices
- On sensitivity of Gauss-Christoffel quadrature
- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
- On the real convergence rate of the conjugate gradient method
- Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations
- Properties of a unitary matrix obtained from a sequence of normalized vectors
- Scaled total least squares fundamentals
- Solution of Sparse Indefinite Systems of Linear Equations
- Some new bounds on perturbation of subspaces
- The Lanczos and conjugate gradient algorithms in finite precision arithmetic
- Two Conjugate-Gradient-Type Methods for Unsymmetric Linear Equations
Cited in
(12)- Structure in loss of orthogonality
- When does the Lanczos algorithm compute exactly?
- Accuracy of one step of the Falk-Langemeyer method
- An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
- An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
- Stability of the Lanczos method for matrix function approximation
- On the cost of iterative computations
- On the Convergence Rate of Variants of the Conjugate Gradient Algorithm in Finite Precision Arithmetic
- Accuracy of the s-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
- Error Bounds for Lanczos-Based Matrix Function Approximation
- Stability of the Lanczos algorithm on matrices with regular spectral distributions
- Analyzing vector orthogonalization algorithms
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