Which eigenvalues are found by the Lanczos method? (Q2706258)
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scientific article; zbMATH DE number 1578885
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| English | Which eigenvalues are found by the Lanczos method? |
scientific article; zbMATH DE number 1578885 |
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19 March 2001
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Ritz values
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equilibrium distribution
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Lanczos iteration
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eigenvalues
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symmetric matrices
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potential-theoretic characterization
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extremal problem
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Which eigenvalues are found by the Lanczos method? (English)
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0.8000413775444031
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0.7917644381523132
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0.7786384224891663
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\textit{L. N. Trefethen} and \textit{D. B. Bau} [Numerical linear algebra (1997; Zbl 0874.65013)] stated the thumb rule that the Lanczos iteration tends to converge to eigenvalues of real symmetric matrices that lie in regions of ``too little charge'' for an equilibrium distribution, so that outliers are well approximated, whereas eigenvalues in the bulk of the spectrum are poorly approximated. The paper has the goal to provide a quantitative version of this rule, asymptotically for matrix size \(N\) and number of iterations \(n\). It uses results of \textit{E. A. Rakhmanov} [Sb. Math. 187, No. 8, 1213-1228 (1996; Zbl 0873.42014)] to obtain a potential-theoretic characterization of the problem as an extremal problem.
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