On the sensitivity of Lanczos recursions to the spectrum

DOI10.1016/j.laa.2004.08.031zbMath1079.65045MaRDI QIDQ1763827

Vladimir Druskin, Leonid Knizhnerman, Liliana Borcea

Publication date: 22 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.laa.2004.08.031

zbMATH Keywords

error bounds; tridiagonal matrix; inverse eigenvalue problem; discrete Gel'fand-Levitan method; Sylvester equation; discrete Sturm-Liouville problems; stability estimates; Lanczos process

Mathematics Subject Classification ID

34B24: Sturm-Liouville theory

65F10: Iterative numerical methods for linear systems

65F18: Numerical solutions to inverse eigenvalue problems

65L15: Numerical solution of eigenvalue problems involving ordinary differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
• On the correction of finite difference eigenvalue approximations for Sturm-Liouville problems
• The Gelfand-Levitan, the Marchenko, and the Gopinath-Sondhi integral equations of inverse scattering theory, regarded in the context of inverse impulse-response problems
• Inverse eigenvalue problems for Jacobi matrices
• Construction of a Jacobi matrix from spectral data
• The numerically stable reconstruction of a Jacobi matrix from spectral data
• A stability analysis of the Jacobi matrix inverse eigenvalue problem
• On generating orthogonal polynomials for discrete measures
• On the construction of a Jacobi matrix from spectral data
• On some inverse problems in matrix theory
• Optimal finite difference grids for direct and inverse Sturm$ndash$Liouville problems
• On the determination of a differential equation from its spectral function
• A survey of matrix inverse eigenvalue problems
• A discrete Gel'fand-Levitan method for band-matrix inverse eigenvalue problems
• On Generating Orthogonal Polynomials
• A generalized Gel'fand-Levitan-Marchenko integral equation
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• The Lanczos Algorithm with Selective Orthogonalization
• An Introduction to Inverse Scattering and Inverse Spectral Problems
• Inverse Eigenvalue Problems
• Stability Estimates on the Jacobi and Unitary Hessenberg Inverse Eigenvalue Problems
• Lanczos Algorithms for Large Symmetric Eigenvalue Computations
• On the continuum limit of a discrete inverse spectral problem on optimal finite difference grids