On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems

DOI10.1007/s10543-017-0660-2zbMath1383.65031OpenAlexW2612010144MaRDI QIDQ1689317

Che-Rung Lee, Ching-Sung Liu

Publication date: 12 January 2018

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-017-0660-2

zbMATH Keywords

numerical experimentseigenvalue problemsskew-HermitianKrylov subspacebackward errorHermitianinexact Arnoldi methodstructure preserving process

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Positive matrices and their generalizations; cones of matrices (15B48) Iterative numerical methods for linear systems (65F10)

Uses Software

• SparseMatrix
• eigentest

Cites Work

• Unnamed Item
• Unnamed Item
• Flexible Conjugate Gradients
• Matrix Algorithms
• Fast Inexact Implicitly Restarted Arnoldi Method for Generalized Eigenvalue Problems with Spectral Transformation
• The university of Florida sparse matrix collection
• A Filtered Lanczos Procedure for Extreme and Interior Eigenvalue Problems
• Shift-Invert Arnoldi's Method with Preconditioned Iterative Solves
• Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing
• Inexact Preconditioned Conjugate Gradient Method with Inner-Outer Iteration
• Inexact Krylov Subspace Methods for Linear Systems
• An elementary proof of a theorem of Johnson and Lindenstrauss
• Variable Accuracy of Matrix-Vector Products in Projection Methods for Eigencomputation
• The principle of minimized iterations in the solution of the matrix eigenvalue problem

This page was built for publication: On the structured backward error of inexact Arnoldi methods for (skew)-Hermitian and (skew)-symmetric eigenvalue problems