Computing eigenvalues: Lanczos algorithm with a new recursive partitioning method

DOI10.1016/S0898-1221(99)00217-5MaRDI QIDQ1963131zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 20 January 2000

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(99)00217-5

zbMATH Keywords

bisection methodconvergenceeigenvaluesLanczos algorithmNewton methodnumerical experimentsrecursive partitioning algorithmSturm sequencessymmetric matricestridiagonal matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

In order to compute the eigenvalues of tridiagonal matrices obtained by applying the Lanczos algorithm to a symmetric matrix, the authors propose a recursion that combines the standard partitioning based on Sturm sequences with a local analysis that allows them to apply the Newton method when its convergence is ensured. The two numerical experiments reported suggest that a significant saving in computation time can be achieved.

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Cites work

• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• Calculation of the eigenvalues of a symmetric tridiagonal matrix by the method of bisection
• Eigenvalues of perturbed Hermitian matrices
• Estimates for Some Computational Techniques in Linear Algebra
• How to Implement the Spectral Transformation
• scientific article; zbMATH DE number 3852305 (Why is no real title available?)
• scientific article; zbMATH DE number 41472 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Numerical linear algebra and applications
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Cited in

(7)

• Generalized eigenvalue problems: Lanczos algorithm with a recursive partitioning method
• Efficient computation of tridiagonal matrices largest eigenvalue
• Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method
• Optimizing the computation of eigenvalues using graphics processing units
• scientific article; zbMATH DE number 69499 (Why is no real title available?)
• scientific article; zbMATH DE number 1217632 (Why is no real title available?)
• scientific article; zbMATH DE number 741157 (Why is no real title available?)

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Uses Software

• NAPACK

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