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The block Lanczos algorithm

Publication at Faculty of Mathematics and Physics |
2023

Abstract

The Lanczos algorithm is a widely spread algorithm which generates an orthogonal basis of the corresponding Krylov subspace. In many cases the block Lanczos algorithm is used.

In the case of the nonblock Lanczos algorithm, its theoretical properties are well known and a few significant results of its numerical analysis were presented, but we don't know much about the block Lanczos. In the poster, we summarize the theoretical properties of the block Lanczos and provide numerical experiments to better understand the behavior of the block Lanczos in finite precision.