Backward error analysis of the shift-and-invert Arnoldi algorithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s00211-015-0759-9/fulltext.html
Reference26 articles.
1. Abdelmalek, N.N.: Round off error analysis for Gram–Schmidt method and solution of linear least squares problems. BIT 11(4), 345–368 (1971)
2. Arioli, M., Duff, I., Ruiz, D.: Stopping criteria for iterative solvers. SIAM J. Matrix Anal. Appl. 13(1), 138–144 (1992)
3. Arioli, M., Fassino, C.: Roundoff error analysis of algorithms based on Krylov subspace methods. BIT 36(2), 189–206 (1996)
4. Arnoldi, W.E.: The principle of minimized iterations in the solution of the matrix eigenvalue problem. Q. Appl. Math. 9, 17–29 (1951)
5. Björck, Å.: Solving linear least squares problems by Gram–Schmidt orthogonalization. BIT 7(1), 1–21 (1967)
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