Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
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Publication:4021609
DOI10.7916/D8B56SVV 10.1137/0613066; 10.7916/D8B56SVVzbMath0759.65016OpenAlexW2040466831MaRDI QIDQ4021609
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Publication date: 16 January 1993
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0613066
power methodrandom startLanczos algorithmsKrylov chainlarge symmetric positive definite \(n\times n\) matrixlarges eigenvalue
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