Rayleigh-Ritz and Lanczos methods for symmetric matrix pencils
نویسندگان
چکیده
منابع مشابه
Rayleigh-Ritz and Lanctos Methods for Symmetric Matrix Pencils*
We are concerned with eigenvalue problems for definite and indefinite symmetric matrix pencils. First, Rayleigh-Ritz methods are formulated and, using Krylov subspaces, a convergence analysis is presented for definite pencils. Second, generalized symmetric Lanczos algorithms are introduced as a special Rayleigh-Ritz method. In particular, an a posteriori convergence criterion is demonstrated by...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1993
ISSN: 0024-3795
DOI: 10.1016/0024-3795(93)90212-7