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Approximate solutions and eigenvalue bounds from Krylov subspaces

Paige, Chris C., Parlett, Beresford N., van der Vorst, Henk A.·1995·Numerical Linear Algebra with Applications

Abstract

Approximations to the solution of a large sparse symmetric system of equations are considered. The conjugate gradient and minimum residual approximations are studied without reference to their computation. Several different bases for the associated Krylov subspace are used, including the usual Lanczos basis. The zeros of the iteration polynomial for the minimum residual approximation (harmonic Ritz values) are characterized in several ways and, in addition, attractive convergence properties are established. The connection of these harmonic Ritz values to Lehmann's optimal intervals for eigenvalues of the original matrix appears to be new.

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Metadata

Authors
Paige, C. C., Parlett, B. N., & van der Vorst, H. A.
Venue
Numerical Linear Algebra with Applications
Publisher
Wiley
Published
1995-03
Volume
2
Issue
2
Pages
115-133
ISSN
  • 1070-5325 (ISSN-L)
  • 1099-1506
OpenAlex
W2170486042
Cited by
260
References
0
FWCI
12.24
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Approximate solutions and eigenvalue bounds from Krylov subspaces. https://app.cochat.ai/papers/10.1002/nla.1680020205
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Paige, C. C., Parlett, B. N., & van der Vorst, H. A. (1995). Approximate solutions and eigenvalue bounds from Krylov subspaces. Numerical Linear Algebra with Applications. https://doi.org/10.1002/nla.1680020205

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