An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
From MaRDI portal
Publication:2451655
DOI10.1016/j.laa.2013.05.009zbMath1291.65130MaRDI QIDQ2451655
Jens-Peter M. Zemke, Ivo Panayotov, Christopher C. Paige
Publication date: 4 June 2014
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2013.05.009
perturbation analysis; non-Hermitian matrix; Lanczos process; finite precision; augmented error analysis; loss of bi-orthogonality
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
Related Items
BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property, Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations, Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision, The Gauss quadrature for general linear functionals, Lanczos algorithm, and minimal partial realization
Uses Software
Cites Work
- Bi-CGSTAB as an induced dimension reduction method
- Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
- Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
- Solution of augmented linear systems using orthogonal factorizations
- A new stable bidiagonal reduction algorithm
- Eigenvalue Computations Based on IDR
- Algorithm 913
- Exploiting BiCGstab($\ell$) Strategies to Induce Dimension Reduction
- An Augmented Stability Result for the Lanczos Hermitian Matrix Tridiagonalization Process
- The Lanczos and conjugate gradient algorithms in finite precision arithmetic
- IDR(s): A Family of Simple and Fast Algorithms for Solving Large Nonsymmetric Systems of Linear Equations
- A Useful Form of Unitary Matrix Obtained from Any Sequence of Unit 2-Norm n-Vectors
- A Look-Ahead Lanczos Algorithm for Unsymmetric Matrices
- Some History of the Conjugate Gradient and Lanczos Algorithms: 1948–1976
- Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations
- Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
- Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
- Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
- Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem
- An Efficient Implementation of the Nonsymmetric Lanczos Algorithm
- Analysis of the finite precision bi-conjugate gradient algorithm for nonsymmetric linear systems
- A Lanczos-type method for multiple starting vectors
- ABLE: An Adaptive Block Lanczos Method for Non-Hermitian Eigenvalue Problems
- Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
- The Lanczos and Conjugate Gradient Algorithms
- Computational Variants of the Lanczos Method for the Eigenproblem
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
- Methods of conjugate gradients for solving linear systems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
