Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method (Q2706292)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method |
scientific article |
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19 March 2001
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symmetric and Hermitian matrices
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eigenvalues
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Lanczos method
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Ritz values
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probabilistic eigenvalue bounds
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misconvergence
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Lanczos polynomials
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Ritz polynomials
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Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method (English)
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The paper deals with computing extreme eigenvalues of symmetric matrices using the Lanczos method. The authors compute probabilistic bounds for the extreme eigenvalues using data available during the execution of the Lanczos method, and four different bounds are obtained using Lanczos, Ritz, and Chebyshev polynomials.
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