Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm

DOI10.1137/S0895479892230456zbMath0801.65034OpenAlexW2090358611MaRDI QIDQ4292692

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Publication date: 4 December 1994

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

Full work available at URL: https://doi.org/10.1137/s0895479892230456

zbMATH Keywords

eigenvaluescondition numberRayleigh quotientLanczos algorithmKrylov subspaceprobabilistic estimatesrandom start

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35) Canonical forms, reductions, classification (15A21)

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