Backward error analysis of the shift-and-invert Arnoldi algorithm

DOI10.1007/S00211-015-0759-9MaRDI QIDQ303651zbMATH OpenOpenAlexWikidataFDO

Authors C. Schröder, Leo Taslaman

Publication date 22 August 2016

Published in Numerische Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00211-015-0759-9

zbMATH Keywords

Hessenberg matrixKrylov subspacebackward error analysisorthonormalizationQR factorizationshift-and-invert Arnoldi algorithm

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Roundoff error (65G50) Orthogonalization in numerical linear algebra (65F25)

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Cites work

• scientific article; zbMATH DE number 3976197 (Why is no real title available?)
• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• A Krylov--Schur algorithm for large eigenproblems
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• ARPACK Users' Guide
• Accuracy and Stability of Numerical Algorithms
• Condition numbers and equilibration of matrices
• Convergence in Backward Error of Relaxed GMRES
• Error bounds on complex floating-point multiplication
• Improved error bounds for inner products in floating-point arithmetic
• Numerical stability of GMRES
• On the Compatibility of a Given Solution With the Data of a Linear System
• Probabilistic upper bounds for the matrix two-norm
• Round off error analysis for Gram-Schmidt method and solution of linear least squares problems
• Roundoff error analysis of algorithms based on Krylov subspace methods
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Stopping Criteria for Iterative Solvers
• Structured Mapping Problems for Matrices Associated with Scalar Products. Part I: Lie and Jordan Algebras
• The Matrix Eigenvalue Problem
• The influence of orthogonality on the Arnoldi method
• The principle of minimized iterations in the solution of the matrix eigenvalue problem
• Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing
• Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method

Cited in

(1)

• Backward error analysis of Neville elimination

Describes a project that uses

Uses Software

• JDQZ
• mctoolbox
• ARPACK
• JDQR

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