The Lanczos Algorithm Under Few Iterations: Concentration and Location of the Output

DOI10.1137/19M1275231zbMath1461.65047arXiv1904.06012OpenAlexW3084053751MaRDI QIDQ5146700

Archit Kulkarni, Jorge Garza Vargas

Publication date: 26 January 2021

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

Full work available at URL: https://arxiv.org/abs/1904.06012

zbMATH Keywords

orthogonal polynomialsRitz valuesLanczos algorithmconcentration of measure

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18)

Uses Software

• OPQ

Cites Work

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