Analysis of the Look Ahead Lanczos Algorithm.
Abstract
The two-sided Lanczos algorithm is known to suffer instability in the form of serious breakdown. This occurs when the associate moment matrix does not permit a triangular factorization. This work uses the notion of a generalized pivot to inexpensively circumvent the breakdown in most cases, with the 2x2 pivot examined in detail. The case where the generalized pivot is of no avail is analyzed, introducing a surprising characterization for that form of serious breakdown. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1982
- Accession Number
- ADA128020
Entities
People
- Derek R. Taylor
Organizations
- University of California, Berkeley