Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with the Lanczos Method

DOI10.1137/S0895479800366859zbMath0981.65044OpenAlexW1984512230MaRDI QIDQ2706292

Michiel E. Hochstenbach, Jos L. M. van Dorsselaer, Henk A. van der Vorst

Publication date: 19 March 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479800366859

zbMATH Keywords

eigenvaluesLanczos methodRitz valuesLanczos polynomialsmisconvergenceRitz polynomialssymmetric and Hermitian matricesprobabilistic eigenvalue bounds

Mathematics Subject Classification ID

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

Related Items (9)

Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization ⋮ Hybrid eigensolvers for nuclear configuration interaction calculations ⋮ An eigenvalue search method using the Orr-Sommerfeld equation for shear flow ⋮ Probabilistic upper bounds for the matrix two-norm ⋮ Computing the density of states for optical spectra of molecules by low-rank and QTT tensor approximation ⋮ The Lanczos Algorithm Under Few Iterations: Concentration and Location of the Output ⋮ Uniform Error Estimates for the Lanczos Method ⋮ Numerical accuracy of a certain class of iterative methods for solving linear system ⋮ Approximating Spectral Densities of Large Matrices

This page was built for publication: Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with the Lanczos Method