Lanczos maximal algorithm for unsymmetric eigenvalue problems (Q753415)
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English | Lanczos maximal algorithm for unsymmetric eigenvalue problems |
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Lanczos maximal algorithm for unsymmetric eigenvalue problems (English)
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1991
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The look-ahead Lanczos (LAL) algorithm has been suggested by \textit{B. N. Parlett}, \textit{D. R. Taylor} and \textit{Z. A. Liu} [Math. Comput. 44, 105- 124 (1985; Zbl 0564.65022)] to deal with some breakdowns of the standard Lanczos algorithm for the solution of the eigenvalue problems. The author presents a modification of the LAL algorithm which maximizes the lower bound of \(p_ i^ Tq_ i\), where \(p_ i\) and \(q_ i\) are vectors obtained by some normalization of those generated by the Lanczos algorithm. Then it is shown that the algorithm minimizes an error estimate based on a result by \textit{W. Kahan}, \textit{B. N. Parlett}, and \textit{E. Jiang} [SIAM J. Numer. Anal. 19, 470-484 (1982; Zbl 0483.65024)]. The relation of the algorithm to Arnoldi's method is explained. The paper is supplied with results of numerical experiments.
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maximal algorithm
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unsymmetric eigenvalue problems
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look-ahead Lanczos algorithm
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error estimate
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Arnoldi's method
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numerical experiments
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