Perturbation bounds of the Krylov bases and associated Hessenberg forms

DOI10.1016/S0024-3795(96)00299-6MaRDI QIDQ1369342zbMATH OpenOpenAlexWikidataFDO

Authors Sergey V. Kuznetsov

Publication date 4 February 1998

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

Full work available at URL https://doi.org/10.1016/s0024-3795(96)00299-6

zbMATH Keywords

condition numberHessenberg formKrylov basisKrylov subspaceperturbation of matrix

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Iterative numerical methods for linear systems (65F10)

Review text

The author proves a perturbation formula for orthonormal bases of the Krylov subspace span \([f_1,A_1f_1,\ldots,A_1^{j-1}f_1]\) for a matrix \(A_1\) and a vector \(f_1\), in terms of the condition number of an orthonormal basis for the unperturbed matrix and vector \(A,f\) and the \(L^2\) norms of \(A_1-A\), \(f_1-f\).

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Cites work

• Condition number of the Krylov bases and subspaces
• scientific article; zbMATH DE number 438985 (Why is no real title available?)
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3183375 (Why is no real title available?)
• scientific article; zbMATH DE number 3658575 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• Inertia characteristics of self-adjoint matrix polynomials
• The principle of minimized iterations in the solution of the matrix eigenvalue problem

Cited in

(12)

• Eigenvalue perturbation and generalized Krylov subspace method
• Condition numbers for Lanczos bidiagonalization with complete reorthogonalization
• Towards backward perturbation bounds for approximate dual Krylov subspaces
• Necessary and sufficient conditions for orthogonal similarity transformations to obtain the Arnoli(Lanczos)-Ritz values
• Condition number of the Krylov bases and subspaces
• On sensitivity of Gauss-Christoffel quadrature
• Sensitivity analysis of the Lanczos reduction
• Investigation of a Non‐Thermal Equilibrium Flow of an Incompressible Fluid in a Cylindrical Tube Filled with Porous Media
• New strategies for determining backward perturbation bound of approximate two‐sided Krylov subspaces
• Krylov solvability under perturbations of abstract inverse linear problems
• On the influence of disturbances on the accuracy of computing corrections in the Krylov subspace
• Abstract perturbed Krylov methods

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