Backward error analysis of the shift-and-invert Arnoldi algorithm (Q303651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward error analysis of the shift-and-invert Arnoldi algorithm |
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Backward error analysis of the shift-and-invert Arnoldi algorithm (English)
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22 August 2016
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The authors propose and perform a backward error analysis of the inexact shift-and-invert Arnoldi algorithm. Their analysis of the propagation of the orthonormalization errors highlights the importance of columnwise backward error bounds for QR factorization, and is different than the corresponding analysis for standard Arnoldi methods.
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backward error analysis
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shift-and-invert Arnoldi algorithm
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Krylov subspace
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Hessenberg matrix
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orthonormalization
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QR factorization
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