How to make the Lanczos algorithm converge slowly
Author:
D. S. Scott
Journal:
Math. Comp. 33 (1979), 239247
MSC:
Primary 65F15
MathSciNet review:
514821
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Abstract: The Paige style Lanczos algorithm is an iterative method for finding a few eigenvalues of large sparse symmetric matrices. Some beautiful relationships among the elements of the eigenvectors of a symmetric tridiagonal matrix are used to derive a perverse starting vector which delays convergence as long as possible. Why such slow convergence is never seen in practice is also examined.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718197905148215
PII:
S 00255718(1979)05148215
Keywords:
Eigenvalues,
Lanczos algorithm,
sparse symmetric matrices
Article copyright:
© Copyright 1979
American Mathematical Society
