RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 3, Pages 391–399 (Mi zvmmf680)

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.

UDC: 519.614

Received: 06.10.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:3, 374–382

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024