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

DOI10.1002/NLA.2035zbMATH Open1413.65089OpenAlexW2269503043MaRDI QIDQ2829108FDOQ2829108

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

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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)

Cites Work

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

Cited In (2)

• Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
• Computing the smallest eigenvalue of large ill-conditioned Hankel matrices

Uses Software

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

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