The s-step Lanczos method is an attractive alternative to the classical Lanczos method as it enables an O(s) reduction in data movement over a fixed number of iterations. This can significantly improve performance on modern computers. In order for s-step methods to be widely adopted, it is important to better understand their error properties. Although the s-step Lanczos method is equivalent to...

Two of the commonly used versions of the Lanczos method for eigenvalues problems are the shift-and-invert Lanczos method and the restarted Lanczos method. In this talk, we will address two questions, is the shift-and-invert Lanczos method a viable option on massively parallel machines and which one is more appropriate for a given eigenvalue problem?

The s-step Lanczos method is an attractive alternative to the classical Lanczos method as it enables an O(s) reduction in data movement over a fixed number of iterations. This can significantly improve performance on modern computers. In order for s-step methods to be widely adopted, it is important to better understand their error properties. Although the s-step Lanczos method is equivalent to...

Analysis and development of restarted Krylov subspace methods for computing f(A)b have proliferated in recent years. We present an acceleration technique for such methods when applied to Stieltjes functions f and Hermitian positive definite matrices A. This technique is based on a rank-one modification of the Lanczos matrix derived from a connection between the Lanczos process and Gauss–Radau q...

We use a recently developed technique, which allows to perform few Lanczos steps on a given wavefunction even for large system sizes, to investigate the t−J model in the physical parameter region and to check the stability of the BCS d-wave variational wavefunction [1]. Our statistical Lanczos algorithm, which extends and improves the one Lanczos step proposed in Ref. [2], has been extensively ...

The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and allows very precise time propagation of relativistic wave packets. The unboundedness of the Dirac Hamiltonian does not hinder the applicability of the Lanczos alg...

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 illustra...

The Lanczos process constructs a sequence of orthonormal vectors vm spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary Lanczos process, starting at an arbitrary Lanczos vector vm and how to use this secondary process to efficiently obtain computable error estimates and error bounds...

The utility of Lanczos methods for the approximation of large-scale dynamical systems is considered. In particular , it is shown that the Lanczos method is a technique for yielding Pad e approximants which has several advantages over more traditional explicit moment matching approaches. An extension of the Lanczos algorithm is developed for computing multi-point Pad e approximations of descript...

The nonsymmetric Lanczos method has recently received signiicant attention as a model reduction technique for large-scale systems. Unfortunately, the Lanczos method may produce an unstable partial realization for a given, stable system. To remedy this situation, inexpensive implicit restarts are developed which can be employed to stabilize the Lanczos generated model.