An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process

DOI10.1137/090761343MaRDI QIDQ3079749zbMATH OpenOpenAlexFDO

Authors Christopher C. Paige

Publication date 2 March 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b2e2dffe4082ab14d3aacf91038f267dc5eb48ec

zbMATH Keywords

augmented stabilitybackward stabilityerror analysisHermitian matrix tridiagonalizationLanczos tridiagonalizationlarge sparse matrix computationsloss of orthogonality

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

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Cited in

(13)

• Structure in loss of orthogonality
• When does the Lanczos algorithm compute exactly?
• An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
• Numerical equivalences among Krylov subspace algorithms for skew-symmetric matrices
• Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
• On the cost of iterative computations
• On the Convergence Rate of Variants of the Conjugate Gradient Algorithm in Finite Precision Arithmetic
• Accuracy of the Lanczos process for the eigenproblem and solution of equations
• Accuracy of the s-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
• Three-precision GMRES-based iterative refinement for least squares problems
• Stability of the Lanczos algorithm on matrices with regular spectral distributions
• Analyzing vector orthogonalization algorithms
• Lanczos algorithm explained in statistics

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Uses Software

• LSQR

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