Accuracy of the Lanczos process for the eigenproblem and solution of equations
DOI10.1137/17M1133725zbMATH Open1427.65044OpenAlexW2991035998MaRDI QIDQ5203965FDOQ5203965
Authors: Christopher C. Paige 
Publication date: 9 December 2019
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1133725
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orthogonalityJordan canonical formconjugate gradientseigenproblemsystems of equationsrounding error analysisLanczos processlarge sparse matrices
Computational methods for sparse matrices (65F50) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50) Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)
Cites Work
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Cited In (12)
- Error Bounds for Lanczos-Based Matrix Function Approximation
- Stability of the Lanczos method for matrix function approximation
- An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
- An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
- Structure in loss of orthogonality
- On the Convergence Rate of Variants of the Conjugate Gradient Algorithm in Finite Precision Arithmetic
- Stability of the Lanczos algorithm on matrices with regular spectral distributions
- When does the Lanczos algorithm compute exactly?
- Accuracy of one step of the Falk-Langemeyer method
- Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
- On the cost of iterative computations
- Analyzing vector orthogonalization algorithms
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