Accuracy of the s-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision

DOI10.1137/140990735zbMATH Open1319.65024OpenAlexW591632009MaRDI QIDQ5264995FDOQ5264995

Authors: Erin Carson, James Demmel 

Publication date: 21 July 2015

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140990735

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zbMATH Keywords

Krylov subspace methodserror analysisconditioningLanczos methodfinite precisionroundoff erroravoiding communication

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50)

Cites Work

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• Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
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• On the Impact of Communication Complexity on the Design of Parallel Numerical Algorithms
• Communication lower bounds and optimal algorithms for numerical linear algebra
• An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
• On Stabilization and Convergence of Clustered Ritz Values in the Lanczos Method

Cited In (8)

• Avoiding Communication in Primal and Dual Block Coordinate Descent Methods
• Accuracy of the Lanczos process for the eigenproblem and solution of equations
• Block Modified Gram--Schmidt Algorithms and Their Analysis
• Accuracy of the $s$-Step Lanczos Method for the Symmetric Eigenproblem in Finite Precision
• Linear response eigenvalue problem solved by extended locally optimal preconditioned conjugate gradient methods
• An adaptive \(s\)-step conjugate gradient algorithm with dynamic basis updating.
• On the cost of iterative computations
• Analyzing vector orthogonalization algorithms

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