Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process

DOI10.1137/100796285zbMath1248.65040OpenAlexW2051974298MaRDI QIDQ3225529

Ivo Panayotov, Christopher C. Paige

Publication date: 21 March 2012

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

Full work available at URL: https://doi.org/10.1137/100796285

zbMATH Keywords

eigenvalue problemHermitian matrixnormal matrixRitz vectorskew-Hermitian matrixHessenberg matrixfinite-precision arithmeticRitz valueLanczos tridiagonalization

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Hermitian, skew-Hermitian, and related matrices (15B57)

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Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations

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