Sensitivity analysis of the Lanczos reduction

For a given real n x n matrix A and initial vectors v(1) and w(1), we examine the sensitivity of the tridiagonal matrix T and the biorthogonal sets of vectors of the Lanczos reduction to small changes in A, v(1) and w(1). We also consider the sensitivity of the developing Krylov subspaces. Copyright (C) 1999 John Wiley & Sons, Ltd.

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