On the fast Lanczos method for computation of eigenvalues of Hankel matrices using multiprecision arithmetics.

DOI10.1002/NLA.2035MaRDI QIDQ2829108zbMATHOpenAlexFDO

Authors Shaun Bangay, Gleb Beliakov

Publication date 26 October 2016

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.2035

zbMATH Keywords

Toeplitz matrixeigenvalueHankel matrixLanczos methodmultiprecision arithmetics

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Toeplitz, Cauchy, and related matrices (15B05) Numerical methods for discrete and fast Fourier transforms (65T50)

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Cites work

• A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem
• A fast eigenvalue algorithm for Hankel matrices
• A fast eigenvalue algorithm for Pascal matrices
• Analysis of the symmetric Lanczos algorithm with reorthogonalization methods
• Approximation of Riemann's zeta function by finite Dirichlet series: a multiprecision numerical approach
• Fast algorithms for Toeplitz and Hankel matrices
• MPFR
• Numerical methods for large eigenvalue problems
• Templates for the Solution of Algebraic Eigenvalue Problems
• The Lanczos Algorithm With Partial Reorthogonalization
• The Riemann hypothesis. A resource for the afficionado and virtuoso alike

Cited in

(3)

• Development and acceleration of multiple precision arithmetic toolbox MuPAT for Scilab
• Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
• Computing the smallest eigenvalue of large ill-conditioned Hankel matrices

Describes a project that uses

Uses Software

• FLINT
• gmp
• MPFR
• JDQR
• ARPACK
• Kiss FFT
• JDQZ
• advanpix
• ARPREC
• MPC
• Arb

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