Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process

DOI10.1137/100796285MaRDI QIDQ3225529zbMATH OpenOpenAlexFDO

Authors Christopher C. Paige, Ivo Panayotov

Publication date 21 March 2012

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100796285

zbMATH Keywords

eigenvalue problemHermitian matrixRitz vectorskew-Hermitian matrixHessenberg matrixnormal matrixfinite-precision arithmeticRitz valueLanczos tridiagonalization

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(5)

• Variations on Lanczos' tridiagonalization process
• On Stabilization and Convergence of Clustered Ritz Values in the Lanczos Method
• An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
• Accuracy of the Lanczos process for the eigenproblem and solution of equations
• An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process

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