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Which Eigenvalues Are Found by the Lanczos Method?
SIAM Journal on Matrix Analysis and Applications, 2000\textit{L. N. Trefethen} and \textit{D. B. Bau} [Numerical linear algebra (1997; Zbl 0874.65013)] stated the thumb rule that the Lanczos iteration tends to converge to eigenvalues of real symmetric matrices that lie in regions of ``too little charge'' for an equilibrium distribution, so that outliers are well approximated, whereas eigenvalues in the ...
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Transpose-free Lanczos methods
2020The Lanczos methods studied in Chapter 8 have two shortcomings. First, they can suffer from breakdowns. Second, in each iteration we need to do a matrix-vector product with \(A^T\) (or \(A^*\)). In this chapter we study iterative methods, derived from those of Chapter 8, that do not need a multiplication with the transpose of A.
Gérard Meurant, Jurjen Duintjer Tebbens
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A matrix analysis of Arnoldi and Lanczos methods
Numerische Mathematik, 1998The author presents a matrix analysis of the Arnoldi and Lanczos methods for approximating eigenpairs of a non-normal matrix. A new relation between the matrix representation of the two methods is defined to relate the corresponding eigenvalues and eigenvectors.
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The method of moments and the Lanczos representation
Journal of Physics A: Mathematical and General, 1991Given the moments of the Hamiltonian of a system, the problem is to find a prescription for the matrix elements in the tridiagonal Lanczos representation in a form suitable for numerical calculation. In this letter a sequence of reductions of the moments is described, whereby the redundant information contained in the higher moments is progressively ...
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Computation by Lanczos's method
Journal of the Institution of Electrical Engineers, 1956openaire +1 more source
Thick-Restart Lanczos Method for Large Symmetric Eigenvalue Problems
SIAM Journal on Matrix Analysis and Applications, 2000Kesheng Wu, Horst D Simon
exaly
The Infinite Bi-Lanczos Method for Nonlinear Eigenvalue Problems
SIAM Journal of Scientific Computing, 2017Elias Jarlebring
exaly
Thick-restart block Lanczos method for large-scale shell-model calculations
Computer Physics Communications, 2019Yutaka Utsuno +2 more
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