Adjusting the Rayleigh Quotient in Semiorthogonal Lanczos Methods

DOI10.1137/S1064827501388984MaRDI QIDQ4785918zbMATH OpenOpenAlexFDO

Authors G. W. Stewart

Publication date 5 January 2003

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1064827501388984

zbMATH Keywords

tridiagonal matrixsymmetric matrixRitz valueslarge eigenproblemRitz vectorspartial reorthogonalizationadjusted Rayleigh quotientsemiorthogonal Lanczos algorithm

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)

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