Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations - Softcover

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9781333699888: Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations

Synopsis

This book explores the intricate relationship between finite-precision and exact Lanczos and Conjugate Gradient computations applied to solve symmetric positive definite linear systems or compute eigenvalues of symmetric matrices. It offers valuable insights into the behavior of the finite-precision implementations of these algorithms through a novel analogy with their exact counterparts operating on larger matrices with specific eigenvalue clusters. By establishing this connection, the author provides a framework for understanding and predicting the convergence rates, accuracy, and other attributes of finite-precision computations in practical scenarios. The book contributes to the broader field of numerical linear algebra by deepening our understanding of the practical behavior of these important algorithms and their limitations due to finite-precision arithmetic. It offers a unique perspective that can guide researchers and practitioners working with finite-precision computations and inspire further advancements in the field.

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