Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with the Lanczos Method
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/S0895479800366859
Reference9 articles.
1. Computing the field of values and pseudospectra using the Lanczos method with continuation
2. Estimates for some computational techniques in linear algebra
3. Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
4. Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm
5. On estimating the largest eigenvalue with the Lanczos algorithm
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