On the randomized error of polynomial methods for eigenvector and eigenvalue estimates

DOI10.1006/jcom.1997.0455zbMath0894.65014OpenAlexW2029300546MaRDI QIDQ1383440

Gianna M. Del Corso, Giovanni Manzini

Publication date: 25 May 1998

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9063729cd34d89faa0e2751c4fb56bf8dccbe026

zbMATH Keywords

eigenvectorLanczos methoditerative methodsupper and lower boundslargest eigenvaluepower methodrandom startlarge symmetric sparse matrixrandomized error

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items

Complexity results for some eigenvector problems, Uniform Error Estimates for the Lanczos Method, Randomized block Krylov methods for approximating extreme eigenvalues

Uses Software

• Meschach

Cites Work

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• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• La méthode de Rayleigh Ritz appliquee à des opérateurs différentiels elliptiques - ordre de convergence des éléments propres
• On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm
• Estimating an Eigenvector by the Power Method with a Random Start