Error bounds in the simple Lanczos procedure for computing functions of symmetric matrices and eigenvalues. (English. Russian original) Zbl 0786.65031
Comput. Math. Math. Phys. 31, No. 7, 20-30 (1991); translation from Zh. Vychisl. Mat. Mat. Fiz. 31, No. 7, 970-983 (1991).
See the review in Zbl 0732.65033.
MSC:
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
| 65F30 | Other matrix algorithms (MSC2010) |
| 65G50 | Roundoff error |
