Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods (Q1972461)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods
scientific article

    Statements

    Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods (English)
    0 references
    0 references
    12 October 2000
    0 references
    New theoretical error bounds on the convergence of the Lanczos and block Lanczos methods are established. Similar results are found for the eigenelements by using bounds on the acute angle between the exact eigenvectors and the Krylov subspace spanned by \(x_0,Ax_0,\dots, A^{n-1}x_0\), where \(x_0\) is the initial starting vector of the process. Numerical experiments compare the actual rates of convergence with theoretical bounds.
    0 references
    Krylov subspace method
    0 references
    numerical experiments
    0 references
    error bounds
    0 references
    block Lanczos methods
    0 references
    convergence
    0 references

    Identifiers