May 18 – 22, 2026
Virginia Tech
America/New_York timezone

New Insights into the Equivalence of Thick and Implicit Restarting Lanczos

May 19, 2026, 4:10 PM
25m
McBryde Hall 113

McBryde Hall 113

Contributed Talk Contributed Talks Contributed Talks

Speaker

Kyle Monette (University of Rhode Island)

Description

Given a symmetric tridiagonal matrix, it has been well--established, that in exact arithmetic, applying some of its eigenvalues as shifts via the $QR$ strategy produces a particular structured matrix where the leading tridiagonal block contains the non--shifted eigenvalues and a trailing diagonal submatrix of the shifted eigenvalues. We will show that the leading tridiagonal block can be created, up to sign differences, by an orthogonal similarity reduction of a certain symmetric arrowhead matrix constructed directly from the non--shifted eigenvalues and associated eigenvectors. This also provides leverage to show a similar result with an upper bidiagonal matrix and a certain triangular arrowhead matrix. Both of the results set the foundation to show, in a unique way, that the well--known implicitly restarted Lanczos method is mathematically equivalent to thick-restarted Lanczos method with a similar extension to singular value problems using the Golub-Kahan Bidiagonalization process.

Authors

Dr James Baglama (University of Rhode Island) Kyle Monette (University of Rhode Island) Dr Vasilije Perovic (University of Rhode Island)

Presentation materials

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