Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
For the Lanczos and conjugate-gradient algorithms it is shown that in the presence of roundoff the computed set of orthogonal polynomials are still orthogonal polynomials but with respect to a slighly different measure. This property is used to obtain information on the approximate eigenvalues computed by the Lanczos method and the rate of convergence of the perturbed conjugate-gradient algorithm.
scientific article; zbMATH DE number 4082837