Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem
نویسنده
چکیده
This paper presents an error analysis of the Lanczos algorithm in finite-precision arithmetic for solving the standard nonsymmetric eigenvalue problem, if no breakdown occurs. An analog of Paige's theory on the relationship between the loss of orthogonality among the Lanczos vectors and the convergence of Ritz values in the symmetric Lanczos algorithm is discussed. The theory developed illustrates that in the nonsymmetric Lanczos scheme, if Ritz values are well conditioned, then the loss of biorthogonality among the computed Lanczos vectors implies the convergence of a group of Ritz triplets in terms of small residuals. Numerical experimental results confirm this observation.
منابع مشابه
Restarting the Nonsymmetric Lanczos Algorithm
A restarted nonsymmetric Lanczos algorithm is given for computing eigenvalus and both right and left eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Restarting also makes it possible to deal with roundoff error in new ways. We give a scheme for avoiding near-breakdown and discuss maintaining biorthogonality. A system of linear equations can be solved s...
متن کاملEfficient Algorithms for Estimating the Absorption Spectrum within Linear Response TDDFT.
We present a special symmetric Lanczos algorithm and a kernel polynomial method (KPM) for approximating the absorption spectrum of molecules within the linear response time-dependent density functional theory (TDDFT) framework in the product form. In contrast to existing algorithms, the new algorithms are based on reformulating the original non-Hermitian eigenvalue problem as a product eigenval...
متن کاملRestarting the Nonsymmetric Lanczos Algorithm for Eigenvalues and Linear Equations Including Multiple Right-Hand Sides
A restarted nonsymmetric Lanczos algorithm is given for computing eigenvalues and both right and left eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Restarting also makes it possible to deal with roundoff error in new ways. We give a scheme for avoiding near-breakdown and discuss maintaining biorthogonality. A system of linear equations can be solved ...
متن کاملImplicitly Restarted Arnoldi/lanczos Methods for Large Scale Eigenvalue Calculations
This report provides an introductory overview of the numerical solution of large scale algebraic eigenvalue problems. The main focus is on a class of methods called Krylov subspace projection methods. The Lanczos method is the premier member of this class and the Arnoldi method is a generalization to the nonsymmetric case. A recently developed and very promising variant of the Arnoldi/Lanczos s...
متن کاملA Parallel Computational Kernel for Sparse Nonsymmetric Eigenvalue Problems on Multicomputers
The aim of this paper is to show an effective reorganization of the nonsymmetric block lanczos algorithm efficient, portable and scalable for multiple instructions multiple data (MIMD) distributed memory message passing architectures. Basic operations implemented here are matrix-matrix multiplications, eventually with a transposed and a sparse factor, LU factorisation and triangular systems sol...
متن کامل