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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 3, Pages 391–399
(Mi zvmmf680)
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First-order perturbation theory for the symmetric lanczos algorithm
A. N. Malysheva, M. Sadkaneb a Dept. Inform., Univ. Bergen, PB 7800, 5020 Bergen, Norway
b Dept. Math., Univ. Bretagne Occidentale, 6 av. Le Gorgeu, CS 93837, 20238 Brest Cedex 3, France
Abstract:
Sensitivity with respect to infinitesimal perturbations of a matrix is analyzed for orthonormal bases in Krylov subspaces constructed by using the symmetric Lanczos iteration. Exact expressions for the corresponding condition numbers are derived, which makes it possible to efficiently calculate these numbers.
Key words:
perturbation theory, symmetric Lanczos algorithm.
Received: 06.10.2004
Citation:
A. N. Malyshev, M. Sadkane, “First-order perturbation theory for the symmetric lanczos algorithm”, Zh. Vychisl. Mat. Mat. Fiz., 45:3 (2005), 391–399; Comput. Math. Math. Phys., 45:3 (2005), 374–382
Linking options:
https://www.mathnet.ru/eng/zvmmf680 https://www.mathnet.ru/eng/zvmmf/v45/i3/p391
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Statistics & downloads: |
Abstract page: | 313 | Full-text PDF : | 146 | References: | 66 | First page: | 1 |
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