An adaptive block Lanczos algorithm

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

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 languageEnglish
Pages (from-to)97-110
Number of pages14
JournalNumerical Algorithms
Volume12
Issue number1
DOIs
StatePublished - Apr 1996

Keywords

  • Adaptive algorithm
  • Block Lanczos algorithm
  • Misconvergence

ASJC Scopus subject areas

  • Applied Mathematics

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