Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem
Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem
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 Paigeâs theory on the relationship between the loss of orthogonality among the Lanczos vectors and the convergence of Ritz values in the symmetric …