Bounding the spectrum of large Hermitian matrices (Q541913)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bounding the spectrum of large Hermitian matrices |
scientific article; zbMATH DE number 5905214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounding the spectrum of large Hermitian matrices |
scientific article; zbMATH DE number 5905214 |
Statements
Bounding the spectrum of large Hermitian matrices (English)
0 references
8 June 2011
0 references
For the spectrum of large Hermitian matrices, an analysis and certain rigorous proof conditions under which the estimator provides an upper bound are formulated, and, based on this analysis, four tighter upper bounds are also developed. A practical algorithm that exploits 5-8-step Lanczos iteration with a safeguard step is presented, where the safeguard step can be realized with marginal cost by using the obtained theoretical bounds.
0 references
Hermitian matrix
0 references
largest eigenvalue
0 references
upper bound
0 references
Lanczos iteration
0 references
algorithm
0 references
0 references
