First-order perturbation theory for the symmetric lanczos algorithm
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 3, pp. 391-399
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Sensitivity with respect to infinitesimal perturbations of a matrix is analyzed for orthonormal bases in Krylov subspaces constructed by using the symmetric Lanczos iteration. Exact expressions for the corresponding condition numbers are derived, which makes it possible to efficiently calculate these numbers.
@article{ZVMMF_2005_45_3_a3,
author = {A. N. Malyshev and M. Sadkane},
title = {First-order perturbation theory for the symmetric lanczos algorithm},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {391--399},
publisher = {mathdoc},
volume = {45},
number = {3},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a3/}
}
TY - JOUR AU - A. N. Malyshev AU - M. Sadkane TI - First-order perturbation theory for the symmetric lanczos algorithm JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2005 SP - 391 EP - 399 VL - 45 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a3/ LA - ru ID - ZVMMF_2005_45_3_a3 ER -
%0 Journal Article %A A. N. Malyshev %A M. Sadkane %T First-order perturbation theory for the symmetric lanczos algorithm %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2005 %P 391-399 %V 45 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a3/ %G ru %F ZVMMF_2005_45_3_a3
A. N. Malyshev; M. Sadkane. First-order perturbation theory for the symmetric lanczos algorithm. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 3, pp. 391-399. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_3_a3/