Perturbation bounds of the Krylov bases and associated Hessenberg forms (Q1369342)

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scientific article; zbMATH DE number 1076367
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Perturbation bounds of the Krylov bases and associated Hessenberg forms
scientific article; zbMATH DE number 1076367

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    Perturbation bounds of the Krylov bases and associated Hessenberg forms (English)
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    4 February 1998
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    The author proves a perturbation formula for orthonormal bases of the Krylov subspace span \([f_1,A_1f_1,\ldots,A_1^{j-1}f_1]\) for a matrix \(A_1\) and a vector \(f_1\), in terms of the condition number of an orthonormal basis for the unperturbed matrix and vector \(A,f\) and the \(L^2\) norms of \(A_1-A\), \(f_1-f\).
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    Krylov basis
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    Krylov subspace
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    perturbation of matrix
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    Hessenberg form
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    condition number
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