Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with211 the Lanczos Method. Modelling, Analysis and Simulation (MAS)

摘要

In many applications it is important to have reliable approximations for the211u001eextreme eigenvalues of a symmetric or Hermitian matrix. A method which is often 211u001eused to compute these eigenvalues is the Lanczos method. Unfortunately it is not