Lanczos tridiagonalization and core problems

DOI10.1016/J.LAA.2006.05.006MaRDI QIDQ869895zbMATH OpenOpenAlexFDO

Authors Iveta Hnetynkova, Zdeněk Strakoš

Publication date 9 March 2007

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.05.006

zbMATH Keywords

algorithmsorthogonal transformationJacobi matrixGolub-Kahan bidiagonalizationcore problemLanczos tridiagonalizationlinear approximation problem

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)

Recommendations

• Band generalization of the Golub-Kahan bidiagonalization, generalized Jacobi matrices, and the core problem
• Variations on Lanczos' tridiagonalization process
• Core Problems in Linear Algebraic Systems
• Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework
• QRT: A QR-Based Tridiagonalization Algorithm for Nonsymmetric Matrices

Cites work

• scientific article; zbMATH DE number 3179673 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 1748538 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations
• An implicit shift bidiagonalization algorithm for ill-posed systems
• Bidiagonalization of Matrices and Solution of Linear Equations
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Core Problems in Linear Algebraic Systems
• Estimation of the \(L\)-curve via Lanczos bidiagonalization
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Scaled total least squares fundamentals

Cited in

(12)

• Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method
• Complex wedge-shaped matrices: a generalization of Jacobi matrices
• Applications of the Lanczos method
• Perturbation analysis and condition numbers of scaled total least squares problems
• Band generalization of the Golub-Kahan bidiagonalization, generalized Jacobi matrices, and the core problem
• Two projection methods for regularized total least squares approximation
• Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
• Extended Lanczos bidiagonalization algorithm for low rank approximation and its applications
• Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework
• Variations on Lanczos' tridiagonalization process
• MINRES: from negative curvature detection to monotonicity properties
• The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data

Describes a project that uses

Uses Software

• LSQR
• CRAIG

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