On the loss of orthogonality in the second-order Arnoldi process |
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| Authors: | Yiqin Lin Liang Bao |
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| Institution: | 1. Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou, 425100, P.R. China
2. Department of Mathematics, East China University of Science and Technology, Shanghai, 200237, P.R. China
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| Abstract: | This note is devoted to the rounding error analysis of the second-order Arnoldi process for constructing an orthonormal basis of the second-order Krylov subspace. The effect of the rounding errors on the orthogonality of the derived vectors is given. |
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