Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm
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Publication:4292692
DOI10.1137/S0895479892230456zbMath0801.65034OpenAlexW2090358611MaRDI QIDQ4292692
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Publication date: 4 December 1994
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479892230456
eigenvaluescondition numberRayleigh quotientLanczos algorithmKrylov subspaceprobabilistic estimatesrandom start
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35) Canonical forms, reductions, classification (15A21)
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