an:00447155
Zbl 0786.65032
Watkins, David S.
Some perspectives on the eigenvalue problem
EN
SIAM Rev. 35, No. 3, 430-471 (1993).
00015549
1993
j
65F15 65D32 65F25 42C05
Arnoldi method; algorithms; algebraic eigenvalue problem; power method; subspace iteration; QR algorithm; symmetric Lanczos methods; recursion of orthogonal polynomials; numerical integration; measure selection
This paper discusses the relationships among a number of algorithms for solving the algebraic eigenvalue problem, including the power method, subspace iteration, the QR algorithm, the Arnoldi and symmetric Lanczos methods. Their relations to the recursion of orthogonal polynomials, numerical integration, and measure selection are also discussed.
F.Szidarovszky (Tucson)