Abstract
A generalization of the block Lanczos algorithm will be given, which allows the block size to be increased during the iteration process. In particular, the algorithm can be implemented with the block size chosen adaptively according to clustering of Ritz values. In this way, multiple and clustered eigenvalues can be found and the difficulty of choosing the block size is eased. Residual bounds for clustered eigenvalues are given. Numerical examples are presented to illustrate the adaptive algorithm.
Original language | English |
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Pages (from-to) | 97-110 |
Number of pages | 14 |
Journal | Numerical Algorithms |
Volume | 12 |
Issue number | 1 |
DOIs | |
State | Published - Apr 1996 |
Keywords
- Adaptive algorithm
- Block Lanczos algorithm
- Misconvergence
ASJC Scopus subject areas
- Applied Mathematics