Paige-style finite precision stability analysis for block Lanczos
Establish a Paige-style finite precision stability result for the block Lanczos algorithm by proving that a perturbed version of the exact block three-term recurrence AQ_k = Q_k T_k + E_{k-1} Q_k e_1^T holds when the algorithm is executed in floating point arithmetic. Derive explicit bounds on the perturbation and related quantities, analogous to the classical stability guarantees known for standard (single-vector) Lanczos.
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References
As far as we are aware, there is no Paige style analysis (see Section 4.1) which guarantees that a perturbed version of (9.3) holds in finite precision arithmetic.
— The Lanczos algorithm for matrix functions: a handbook for scientists
(2410.11090 - Chen, 14 Oct 2024) in Section 9.1.1