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

backward error analysisHessenberg matrixKrylov subspaceorthonormalizationQR factorizationshift-and-invert Arnoldi algorithm

Mathematics Subject Classification ID

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

Review text

The authors propose and perform a backward error analysis of the inexact shift-and-invert Arnoldi algorithm. Their analysis of the propagation of the orthonormalization errors highlights the importance of columnwise backward error bounds for QR factorization, and is different than the corresponding analysis for standard Arnoldi methods.

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Cited in

(1)

• Backward error analysis of Neville elimination

Describes a project that uses

Uses Software

• ARPACK
• mctoolbox
• JDQZ
• JDQR

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