How to Make the Lanczos Algorithm Converge Slowly
- 1 January 1979
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 33 (145) , 239-247
- https://doi.org/10.2307/2006038
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.Keywords
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