Volume 23, pp. 5-14, 2006.

Condition numbers of the Krylov bases and spaces associated with the truncated QZ iteration

Alexander Malyshev and Miloud Sadkane

Abstract

We propose exact and computable formulas for computing condition numbers of the Krylov bases and spaces associated with the Hessenberg-Triangular reduction of a regular linear matrix pencil.

Full Text (PDF) [314 KB]

Key words

condition number, Krylov spaces, QZ algorithm, generalized Arnoldi algorithm

AMS subject classifications

65F35, 15A21

Links to the cited ETNA articles

[7]Vol. 7 (1998), pp. 141-162 D. C. Sorensen: Truncated QZ  methods for large scale generalized eigenvalue problems

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