Condition numbers for Lanczos bidiagonalization with complete reorthogonalization
نویسندگان
چکیده
منابع مشابه
Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization
Reliable estimates for the condition number of a large, sparse, real matrix A are important in many applications. To get an approximation for the condition number κ(A), an approximation for the smallest singular value is needed. Standard Krylov subspaces are usually unsuitable for finding a good approximation to the smallest singular value. Therefore, we study extended Krylov subspaces which tu...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2003
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(03)00482-8