A New Reorthogonalization in the Lanczos Algorithm
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概要
- 論文の詳細を見る
A new reorthogonalization in the Lanczos algorithm is proposed. In this method, the loss of orthogonality among Lanczos vectors is monitored by a recurrence formula. When it is detected, Ritz vectors, which correspond to converging Ritz values, are employed for the orthogonalization. The main feature of this method is that eigenvalues are obtained in any quantity and precision that the user requires. Therefore, the Lanczos algorithm can be stopped as soon as the desired eigenvalues have been obtained. Numerical computations are carried out to evaluate the method. Here, matrices obtained by discretization of the two-dimensional Laplace operator are used. The features mentioned above are confirmed numerically, and an improvement in the computational time is confirmed.
- 一般社団法人情報処理学会の論文
- 1991-03-31
著者
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Imai Hitoshi
Institute Of Information Sciences And Electronics University Of Tsukuba
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Natori Makoto
Institute Of Information Science And Electronics University Of Tsukuba
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KAWAMURA EIJI
Institute of Information Sciences and Electronics, University of Tsukuba
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Kawamura Eiji
Institute Of Information Sciences And Electronics University Of Tsukuba
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