Accuracy of the Lanczos process for the eigenproblem and solution of equations
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Publication:5203965
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)
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Cites work
- scientific article; zbMATH DE number 1024452 (Why is no real title available?)
- scientific article; zbMATH DE number 1049353 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- A useful form of unitary matrix obtained from any sequence of unit 2-norm \(n\)-vectors
- Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
- Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
- Accuracy of two three-term and three two-term recurrences for Krylov space solvers
- An augmented analysis of the perturbed two-sided Lanczos tridiagonalization process
- An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
- Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
- Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
- MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems
- Methods of conjugate gradients for solving linear systems
- Modified Gram-Schmidt (MGS), Least Squares, and Backward Stability of MGS-GMRES
- Numerical equivalences among Krylov subspace algorithms for skew-symmetric matrices
- On sensitivity of Gauss-Christoffel quadrature
- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
- On the real convergence rate of the conjugate gradient method
- Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations
- Properties of a unitary matrix obtained from a sequence of normalized vectors
- Scaled total least squares fundamentals
- Solution of Sparse Indefinite Systems of Linear Equations
- Some new bounds on perturbation of subspaces
- The Lanczos and conjugate gradient algorithms in finite precision arithmetic
- Two Conjugate-Gradient-Type Methods for Unsymmetric Linear Equations
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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