Name
Abstract | ||
|---|---|---|
It is well known that the performance of eigenvalue algorithms such as the Lanczos and the Arnoldi methods depends on the distribution of eigenvalues. Under fairly general assumptions we characterize the region of good convergence for the isometric Arnoldi process. We also determine bounds for the rate of convergence and we prove sharpness of these bounds. The distribution of isometric Ritz values is obtained as the minimizer of an extremal problem. We use techniques from logarithmic potential theory in proving these results. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1137/S0895479803438201 | SIAM J. Matrix Analysis Applications |
Keywords | Field | DocType |
: isometric arnoldi process,potential theory.,general assumption,isometric arnoldi process,logarithmic potential theory,extremal problem,isometric ritz value,good convergence,equilibrium distribution,eigenvalue algorithm,ritz values,arnoldi method,eigenvalues,potential theory,rate of convergence | Convergence (routing),Mathematical optimization,Potential theory,Lanczos resampling,Arnoldi iteration,Mathematical analysis,Isometry,Rate of convergence,Logarithm,Eigenvalues and eigenvectors,Mathematics | Journal |
Volume | Issue | ISSN |
26 | 3 | 0895-4798 |
Citations | PageRank | References |
5 | 0.60 | 5 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| S. Helsen | 1 | 5 | 0.60 |
| A. B. J. Kuijlaars | 2 | 46 | 10.15 |
| M. Van Barel | 3 | 47 | 6.56 |