An Augmented Stability Result for the Lanczos Hermitian Matrix Tridiagonalization Process
From MaRDI portal
Publication:3079749
DOI10.1137/090761343zbMath1215.65083OpenAlexW2123706482MaRDI QIDQ3079749
Publication date: 2 March 2011
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b2e2dffe4082ab14d3aacf91038f267dc5eb48ec
error analysisbackward stabilityloss of orthogonalityLanczos tridiagonalizationaugmented stabilityHermitian matrix tridiagonalizationlarge sparse matrix computations
Computational methods for sparse matrices (65F50) Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10)
Related Items
When does the Lanczos algorithm compute exactly?, Stability of the Lanczos algorithm on matrices with regular spectral distributions, An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process, On the Convergence Rate of Variants of the Conjugate Gradient Algorithm in Finite Precision Arithmetic, Structure in loss of orthogonality, Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations, Numerical Equivalences among Krylov Subspace Algorithms for Skew-Symmetric Matrices, On the cost of iterative computations, Three-Precision GMRES-Based Iterative Refinement for Least Squares Problems, Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
Uses Software