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Lecture Notes on Solving Large Scale Eigenvalue Problems.pdf
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176

CHAPTER 9. ARNOLDI AND LANCZOS ALGORITHMS

Bibliography

[1]W. E. ARNOLDI, The principle of minimized iterations in the solution of the matrix eigenvalue problem, Quarterly of Applied Mathematics, 9 (1951), pp. 17–29.

[2]J. K. CULLUM AND R. A. WILLOUGHBY, Lanczos Algorithms for Large Symmetric Eigenvalue Computations, vol. 1: Theory, Birkh¨auser, Boston, 1985.

[3]G. H. GOLUB AND J. H. WELSCH, Calculation of Gauss quadrature rules, Math. Comp., 23 (1969), pp. 221–230.

[4]R. GRIMES, J. G. LEWIS, AND H. SIMON, A shifted block Lanczos algorithm for solving sparse symmetric generalized eigenproblems, SIAM J. Matrix Anal. Appl., 15 (1994), pp. 228–272.

[5]N. KRYLOV AND N. BOGOLIUBOV, Sur le calcul des racines de la transcendante de

Fredholm les plus voisines d’une nombre donn´e par les m´ethodes des moindres carres et de l’algorithme variationel, Izv. Akad. Naik SSSR, Leningrad, (1929), pp. 471–488.

[6]C. LANCZOS, An iteration method for the solution of the eigenvalue problem of linear di erential and integral operators, J. Res. Nat. Bureau Standards, Sec. B, 45 (1950),

pp.255–282.

[7]B. N. PARLETT, The Symmetric Eigenvalue Problem, Prentice Hall, Englewood Cli s, NJ, 1980. (Republished by SIAM, Philadelphia, 1998.).

[8]H. SIMON, Analysis of the symmetric Lanczos algorithm with reorthogonalization methods, Linear Algebra Appl., 61 (1984), pp. 101–132.

[9], The Lanczos algorithm with partial reorthogonalization, Math. Comp., 42 (1984),

pp.115–142.

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