Error bounds in the isometric Arnoldi process
type: Item
instance of: scholarly article
title: Error bounds in the isometric Arnoldi process
zbMATH Open document ID: 0895.65010
DOI: 10.1016/S0377-0427(97)00148-9
published in: Journal of Computational and Applied Mathematics
publication date: 1998-09-02T00:00:00Z
review text: An Arnoldi algorithm is applied to a large and sparse unitary matrix. The last column of the Hessenberg matrix is modified in each step, to give a unitary Hessenberg matrix whose eigenvalues interlace those of the original matrix on the unit circle in the complex plane. Error bounds are studied, and it is shown how to do the column modification to get approximations as close to those of the original matrix as possible. Several numerical examples, coming from the analysis of perturbed periodic signals, are included.
Mathematics Subject Classification ID: 65F15
zbMATH DE Number: 1115925
zbMATH Keywords: Arnoldi algorithm
zbMATH Keywords: sparse unitary matrix
zbMATH Keywords: Hessenberg matrix
zbMATH Keywords: error bounds
zbMATH Keywords: numerical examples
author: Angelika Bunse-Gerstner
author: Heike Faßbender
reviewed by: Axel Ruhe
describes a project that uses: UDC
describes a project that uses: eigs
describes a project that uses: IRAM
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1115925