Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm (Q4292692)

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scientific article; zbMATH DE number 569658
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Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm
scientific article; zbMATH DE number 569658

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    Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm (English)
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    4 December 1994
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    probabilistic estimates
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    random start
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    Lanczos algorithm
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    eigenvalues
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    Rayleigh quotient
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    Krylov subspace
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    condition number
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