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The Lanczos Algorithm Under Few Iterations: Concentration and Location of the Output
SIAM Journal on Matrix Analysis and Applications ( IF 1.5 ) Pub Date : 2020-01-01 , DOI: 10.1137/19m1275231
Jorge Garza-Vargas , Archit Kulkarni

We study the Lanczos algorithm where the initial vector is sampled uniformly from $\mathbb{S}^{n-1}$. Let $A$ be an $n \times n$ Hermitian matrix. We show that when run for few iterations, the outp...

中文翻译:

几次迭代下的 Lanczos 算法:输出的浓度和位置

我们研究了 Lanczos 算法,其中初始向量从 $\mathbb{S}^{n-1}$ 均匀采样。令 $A$ 为 $n \times n$ Hermitian 矩阵。我们表明,当运行几次迭代时,输出...
更新日期:2020-01-01
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