Convergence of the block Lanczos method for eigenvalue clusters

DOI10.1007/S00211-014-0681-6zbMATH Open1334.65073OpenAlexW1964831500MaRDI QIDQ495529FDOQ495529

Authors: Ren-Cang Li, Lei-Hong Zhang 

Publication date: 14 September 2015

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-014-0681-6

Recommendations

• Generalized block Lanczos methods for large unsymmetric eigenproblems
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zbMATH Keywords

convergenceerror boundsRitz valuesKrylov spaceblock Lanczos methodclose eigenvalueslarge scale Hermitian eigenvalue problemsRitz approximate subspace

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

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• An analysis of the Rayleigh-Ritz method for approximating eigenspaces
• Which eigenvalues are found by the Lanczos method?
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• Sharpness in rates of convergence for the symmetric Lanczos method
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• On Meinardus' examples for the conjugate gradient method

Cited In (26)

• Randomized block Krylov methods for approximating extreme eigenvalues
• On Stabilization and Convergence of Clustered Ritz Values in the Lanczos Method
• A block bidiagonalization method for fixed-accuracy low-rank matrix approximation
• A block Lanczos method for the CDT subproblem
• Sharp Majorization-Type Cluster Robust Bounds for Block Filters and Eigensolvers
• Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
• Eigenvalue clustering of coefficient matrices in the iterative stride reductions for linear systems
• Error bounds for approximate deflating subspaces for linear response eigenvalue problems
• Error bounds of Lanczos approach for trust-region subproblem
• Hybrid eigensolvers for nuclear configuration interaction calculations
• Sharp error bounds for Ritz vectors and approximate singular vectors
• Sharpness in rates of convergence for the symmetric Lanczos method
• Cluster-robust accuracy bounds for Ritz subspaces
• Randomized block Krylov subspace methods for trace and log-determinant estimators
• On the generalized Lanczos trust-region method
• Accuracy of singular vectors obtained by projection-based SVD methods
• Rayleigh-Ritz majorization error bounds for the linear response eigenvalue problem
• Linear response eigenvalue problem solved by extended locally optimal preconditioned conjugate gradient methods
• Convergence estimates of nonrestarted and restarted block-Lanczos methods.
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
• A block Lanczos method for the linear response eigenvalue problem
• Computing symplectic eigenpairs of symmetric positive-definite matrices via trace minimization and Riemannian optimization
• Bootstrapped block Lanczos for large-dimension eigenvalue problems
• Accelerating convergence by augmented Rayleigh-Ritz projections for large-scale eigenpair computation
• A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
• Cluster robust estimates for block gradient-type eigensolvers

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