Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences (Q1114332)
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scientific article; zbMATH DE number 4082837
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| English | Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences |
scientific article; zbMATH DE number 4082837 |
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Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences (English)
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1989
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For the Lanczos and conjugate-gradient algorithms it is shown that in the presence of roundoff the computed set of orthogonal polynomials are still orthogonal polynomials but with respect to a slighly different measure. This property is used to obtain information on the approximate eigenvalues computed by the Lanczos method and the rate of convergence of the perturbed conjugate-gradient algorithm.
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Lanczos method
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conjugate-gradient method
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error analysis
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orthogonal polynomials
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rate of convergence
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0.8433393239974976
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0.8250808119773865
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0.8243449330329895
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