In a semiorthogonal Lanczos algorithm, the orthogonality of the Lanczos vectors is allowed to deteriorate to roughly the square root of the rounding unit, after which the current vectors are reorthogonalized. A theorem of Simon 4] shows that the Rayleigh quotient | i.e., the tridiagonal matrix produced by the Lanczos recursion | contains fully accurate approximations to the Ritz values in spite...

In a semiorthogonal Lanczos algorithm, the orthogonality of the Lanczos vectors is allowed to deteriorate to roughly the square root of the rounding unit, after which the current vectors are reorthogonalized. A theorem of Simon 4] shows that the Rayleigh quotient | i.e., the tridiagonal matrix produced by the Lanczos recursion | contains fully accurate approximations to the Ritz values in spite...

This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is uniformly bounded and the approximate singular values are well separated. Combining with the implicit restarting technique, we develop an implicitly restarted ha...

In part I of this work 10], a rational Lanczos algorithm was developed which led to rational inter-polants of dynamical systems. In this sequel, the important implementational issue of interpolation point selection is analyzed in detail. A residual expression is derived for the rational Lanczos algorithm and is used to govern the placement and type of the interpolation points. Algorithms are de...

Data-driven reduced order models (ROMs) are combined with the Lippmann-Schwinger integral equation to produce a direct nonlinear inversion method. The ROM is viewed as Galerkin projection and sparse due Lanczos orthogonalization. Embedding into continuous problem, data-driven internal solution produced. This then used in equation, thus making further iterative updates unnecessary. We show numer...

The Lanczos algorithm for tridiagonalizing a given matrix A generates a sequence of approximating matrices A, that can naturally be obtained as restrictions to subspaces. The eigenvalues of these approximating matrices are well known to be good approximations to the extreme eigenvalues of A. In this paper we produce explicit formulas for the characteristic polynomials of the A,, in terms of the...

When the isotypic subspaces of a representation are viewed as the eigenspaces of a symmetric linear transformation, isotypic projections may be achieved as eigenspace projections and computed using the Lanczos iteration. In this paper, we show how this approach gives rise to an efficient isotypic projection method for permutation representations of distance transitive graphs and the symmetric g...