Sensitivity analysis of the Lanczos reduction

DOI10.1002/(SICI)1099-1506(199901/02)6:1%3C29::AID-NLA144%3E3.0.CO;2-IMaRDI QIDQ2760338zbMATH OpenOpenAlexFDO

Authors Christopher C. Paige, Paul van Dooren

Publication date 19 December 2001

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/(sici)1099-1506(199901/02)6:1%3C29::aid-nla144%3E3.0.co;2-i

zbMATH Keywords

sensitivity analysisKrylov subspace methodbiorthogonalizationperturbations analysisLanczos reductiontridiagonilazation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

Recommendations

• On the sensitivity of Lanczos recursions to the spectrum
• scientific article; zbMATH DE number 2206822
• Sensitivity analysis of the largest dependent eigenvalue functions of eigensystems
• On reduction schemes and the symmetry of a matrix
• The Lanczos Algorithm With Partial Reorthogonalization

Cites work

• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Survey of Condition Number Estimation for Triangular Matrices
• Asymptotic waveform evaluation via a Lanczos method
• Condition number of the Krylov bases and subspaces
• Condition numbers and equilibration of matrices
• Forward Instability of Tridiagonal QR
• Methods of conjugate gradients for solving linear systems
• Perturbation bounds of the Krylov bases and associated Hessenberg forms
• QMR: A quasi-minimal residual method for non-Hermitian linear systems
• Small-signal circuit analysis and sensitivity computations with the PVL algorithm
• Solution of Sparse Indefinite Systems of Linear Equations
• The Rotation of Eigenvectors by a Perturbation. III
• The principle of minimized iterations in the solution of the matrix eigenvalue problem

Cited in

(5)

• Condition numbers for Lanczos bidiagonalization with complete reorthogonalization
• Krylov solvability under perturbations of abstract inverse linear problems
• Structure in loss of orthogonality
• On sensitivity of Gauss-Christoffel quadrature
• On the sensitivity of Lanczos recursions to the spectrum

This page was built for publication: Sensitivity analysis of the Lanczos reduction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2760338)