Fast Estimation of Principal Eigenspace Using Lanczos Algorithm

DOI10.1137/S0895479890183848zbMath0807.65028OpenAlexW2070722587MaRDI QIDQ4305405

Guang-Han Xu, Thomas Kailath

Publication date: 28 February 1995

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

Full work available at URL: https://doi.org/10.1137/s0895479890183848

zbMATH Keywords

performancenumerical exampleseigenvectorsLanczos algorithmprincipal eigenvaluespositive semidefinite Hermitian matrixprincipal eigenspace

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Numerical analysis in abstract spaces (65J99)

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CGLS-GCV: A hybrid algorithm for low-rank-deficient problems.

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