A Lanczos bidiagonalization algorithm for Hankel matrices
β Scribed by Kevin Browne; Sanzheng Qiao; Yimin Wei
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 147 KB
- Volume
- 430
- Category
- Article
- ISSN
- 0024-3795
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π SIMILAR VOLUMES
We derive exact and computable formulas for the condition numbers characterizing the forward instability in Lanczos bidiagonalization with complete reorthogonalization. One series of condition numbers is responsible for stability of Krylov spaces, the second for stability of orthonormal bases in the
Consider an n X n lower triangular matrix L whose (i + l)st row is defined by the coefficients of the real polynomial pi(x) of degree i such that {p,(x)} is's set of orthogonal polynomials satisfying a standard three-term recurrence relation. If H is an n X n real Hankel matrix with nonsingular lead