Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
نویسندگان
چکیده
منابع مشابه
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In 7] and 8], the power and Lanczos algorithms with random start for estimating the largest eigenvalue of an n n large symmetric positive deenite matrix were analyzed. In this paper we continue this study by estimating an eigenvector corresponding to the largest eigenvalue. We analyze polynomial algorithms using Krylov information for two error criteria: the randomized error and the randomized ...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1992
ISSN: 0895-4798,1095-7162
DOI: 10.1137/0613066