Theoretical error bounds on the convergence of the Lanczos and block-Lanczos methods

DOI10.1016/S0898-1221(99)00259-XzbMath0945.65032OpenAlexW2093966383MaRDI QIDQ1972461

Tianruo Yang

Publication date: 12 October 2000

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(99)00259-x

zbMATH Keywords

convergencenumerical experimentserror boundsKrylov subspace methodblock Lanczos methods

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites Work

• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• La méthode de Rayleigh Ritz appliquee à des opérateurs différentiels elliptiques - ordre de convergence des éléments propres
• Eigenvalues of perturbed Hermitian matrices
• Generalized Rayleigh methods with applications to finding eigenvalues of large matrices
• Implementation Aspects of Band Lanczos Algorithms for Computation of Eigenvalues of Large Sparse Symmetric Matrices
• On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• Estimates for Some Computational Techniques in Linear Algebra
• Computational Variants of the Lanczos Method for the Eigenproblem
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