A convergencea nalysis for nonsymmetric lanczos algorithms

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22 Scopus citations

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 languageEnglish
Pages (from-to)677-691
Number of pages15
JournalMathematics of Computation
Volume56
Issue number194
DOIs
StatePublished - Apr 1991

Keywords

  • Convergence bound
  • Lanczos algorithm
  • Tridiagonal matrices

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Computational Mathematics
  • Applied Mathematics

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