Adjusting the Rayleigh Quotient in Semiorthogonal Lanczos Methods

DOI10.1137/S1064827501388984zbMath1014.65028OpenAlexW2160756803MaRDI QIDQ4785918

G. W. Stewart

Publication date: 5 January 2003

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827501388984

zbMATH Keywords

tridiagonal matrixRitz valuessymmetric matrixlarge eigenproblemRitz vectorspartial reorthogonalizationadjusted Rayleigh quotientsemiorthogonal Lanczos algorithm

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)

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