Thursday, October 26, 9:30 am in room MTH 3206, University of Maryland,
College Park
Some uses of the Lanczos algorithm (and why it works!)
Prof. Anne Greembaun
Courant Institute, New York University
greenbau@GREENBAUM.CIMS.NYU.EDU
The Lanczos algorithm can be used for many purposes besides its original
application to solving eigenproblems. For example, it can be used to solve
symmetric linear systems and to compute the exponential of a symmetric matrix.
We show why the method is near optimal (among a class of methods) for such
problem, even under the effects of finite precision arithmetic. This is joint
work with Vladimir Druskin and Leonid Knizhnerman.
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