A matrix analysis of Arnoldi and Lanczos methods (Q1279839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matrix analysis of Arnoldi and Lanczos methods |
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A matrix analysis of Arnoldi and Lanczos methods (English)
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17 February 1999
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The author presents a matrix analysis of the Arnoldi and Lanczos methods for approximating eigenpairs of a non-normal matrix. A new relation between the matrix representation of the two methods is defined to relate the corresponding eigenvalues and eigenvectors. Finally, backward error analysis is used to theoretically justify some unexpected experimental behaviour of non-normal matrices and in particular of banded Toeplitz matrices.
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Arnoldi method
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Lanczos methods
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eigenpairs
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non-normal matrix
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eigenvalues
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eigenvectors
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backward error analysis
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banded Toeplitz matrices
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