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Condition numbers for Lanczos bidiagonalization with complete reorthogonalization

โœ Scribed by A. Malyshev; M. Sadkane

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
150 KB
Volume
371
Category
Article
ISSN
0024-3795

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โœฆ Synopsis

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 Krylov spaces and the third for stability of the bidiagonal form. The behaviors of these condition numbers are illustrated numerically on several examples.

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