How to Make the Lanczos Algorithm Converge Slowly

DOI10.2307/2006038MaRDI QIDQ4191506zbMATH OpenOpenAlexFDO

Authors David S. Scott

Publication date 1979

Full work available at URL https://doi.org/10.2307/2006038

zbMATH Keywords

EigenvectorsLanczos ProcessLarge Sparse Symmetric MatrixRound-Off ErrorSlow Convergence

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites work

• Estimates for Some Computational Techniques in Linear Algebra
• scientific article; zbMATH DE number 3573169 (Why is no real title available?)
• Principal submatrices. II: The upper and lower quadratic inequalities
• The numerically stable reconstruction of a Jacobi matrix from spectral data

Cited in

(11)

• Analysis of the symmetric Lanczos algorithm with reorthogonalization methods
• Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• On a formula of Thompson and McEnteggert for the adjugate matrix
• When does the Lanczos algorithm compute exactly?
• Preconditioning linear least-squares problems by identifying a basis matrix
• Sharpness in rates of convergence for the symmetric Lanczos method
• Some basic information on information-based complexity theory
• Refined interlacing properties for zeros of paraorthogonal polynomials on the unit circle
• Sparse matrices
• The behavior of the Gauss-Radau upper bound of the error norm in CG

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