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Sensitivity analysis of the Lanczos reduction

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Paige, CC Van Dooren, Paul [UCL]

For a given real n x n matrix A and initial vectors v(1) and w(1), we examine the sensitivity of the tridiagonal matrix T and the biorthogonal sets of vectors of the Lanczos reduction to small changes in A, v(1) and w(1). We also consider the sensitivity of the developing Krylov subspaces. Copyright (C) 1999 John Wiley & Sons, Ltd.

Document type Communication à un colloque (Conference Paper) – Présentation orale avec comité de sélection
Publication date 1999
Language Anglais
Conference "Czech/US Workshop on Interative Methods and Parallel Computing", MILOVY(Czech Republic) (Jun 16-21, 1997)
Journal information "Numerical Linear Algebra with Applications" - Vol. 6, no. 1, p. 29-50 (1999)
Peer reviewed yes
issn 1070-5325
e-issn 1099-1506
Publisher John Wiley & Sons Ltd (W Sussex)
Affiliation UCL - FSA/INMA - Département d'ingénierie mathématique
Keywords Lanczos Reduction ; Tridiagonalization ; Biorthogonalization ; Krylov Subspace ; Sensitivity Analysis ; Perturbation Analysis ; Condition
Links
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Bibliographic reference Paige, CC ; Van Dooren, Paul. Sensitivity analysis of the Lanczos reduction.Czech/US Workshop on Interative Methods and Parallel Computing (MILOVY(Czech Republic), Jun 16-21, 1997). In: Numerical Linear Algebra with Applications, Vol. 6, no. 1, p. 29-50 (1999)
Permanent URL http://hdl.handle.net/2078.1/62284