求解非对称矩阵特征值问题的广义Lanczos方法的收敛性

Convergence of generalized Lanczos method forComputing Large unsymmetric eigenvalve problem

文[1]中,Saad在矩阵只有实单特征值的情况下,证明了广义Lanczos方法是快速收敛的.本文将Saad这一结果推到一般复矩阵的情况．并给出了相应的误差界.

In this paper, we extended the error estimates of eigenvalue problem in [3] and the Convergent theorem in [1] to the Case in which matrices may have nonlinear elementary divisor. Bounds for the rates of Convergence were obtained.