Abstract
A convergence analysis for the nonsymmetric Lanczos algorithm is presented. By using a tridiagonal structure of the algorithm, some identities concerning Ritz values and Ritz vectors are established and used to derive approximation bounds. In particular, the analysis implies the classical results for the symmetric Lanczos algorithm.
Original language | English |
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Pages (from-to) | 677-691 |
Number of pages | 15 |
Journal | Mathematics of Computation |
Volume | 56 |
Issue number | 194 |
DOIs | |
State | Published - Apr 1991 |
Keywords
- Convergence bound
- Lanczos algorithm
- Tridiagonal matrices
ASJC Scopus subject areas
- Algebra and Number Theory
- Computational Mathematics
- Applied Mathematics