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On Orthogonal Reduction to Hessenberg Form with Small Bandwidth
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SYSNO ASEP 0314348 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title On Orthogonal Reduction to Hessenberg Form with Small Bandwidth Title O ortogonální redukci matice na pásovou Hessenbergovu matici Author(s) Faber, V. (US)
Liesen, J. (DE)
Tichý, Petr (UIVT-O) SAI, RID, ORCIDSource Title Numerical Algorithms. - : Springer - ISSN 1017-1398
Roč. 51, č. 2 (2009), s. 133-142Number of pages 10 s. Language eng - English Country NL - Netherlands Keywords reduction to Hessenberg form ; Krylov subspace methods ; Arnoldi method ; Lanczos method Subject RIV BA - General Mathematics R&D Projects IAA100300802 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000265919800001 EID SCOPUS 67349189544 DOI 10.1007/s11075-008-9242-3 Annotation Numerous algorithms in numerical linear algebra are based on the reduction of a given matrix A to a more convenient form. One of the most useful types of such reduction is the orthogonal reduction to (upper) Hessenberg form. This reduction can be computed by the Arnoldi algorithm. When A is Hermitian, the resulting upper Hessenberg matrix is tridiagonal. In this paper we study necessary and sufficient conditions on A so that the orthogonal Hessenberg reduction yields a Hessenberg matrix with small bandwidth. Our proof utilizes the idea of a "minimal counterexample", which is standard in combinatorial optimization, but rarely used in the context of linear algebra. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2009
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