Condition numbers for Lanczos bidiagonalization with complete reorthogonalization

DOI10.1016/S0024-3795(03)00482-8zbMath1027.65051OpenAlexW2091644475MaRDI QIDQ1406300

D. Massart

Publication date: 9 September 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(03)00482-8

zbMATH Keywords

numerical examplesStabilityKrylov subspacesLanczos bidiagonalizationorthonormal basesCondition numbers

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

Uses Software

• Harwell-Boeing sparse matrix collection

Cites Work

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• Perturbation bounds of the Krylov bases and associated Hessenberg forms
• Condition number of the Krylov bases and subspaces
• Sensitivity analysis of the Lanczos reduction
• A Survey of Condition Number Estimation for Triangular Matrices
• Sparse matrix test problems
• Forward Instability of Tridiagonal QR

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