Accuracy of the s-step Lanczos method for the symmetric eigenproblem
作者:Erin Carson;James Demmel 作者单位:EECS Department, University of California, Berkeley 加工时间:2015-03-29 信息来源:EECS 索取原文[28 页]
关键词:特征问题;兰索斯分块法;迭代 摘 要:In this paper, we demonstrate that bounds on accuracy for the finite precision Lanczos method given by Paige [\emph{Lin. Alg. Appl.}, 34:235--258, 1980] can be extended to the $s$-step Lanczos case assuming a bound on the condition numbers of the computed $s$-step bases. Our results confirm theoretically what is well-known empirically: the conditioning of the Krylov bases plays a large role in determining finite precision behavior.