No abstract

Dedicated to Chris Paige for his fundamental contributions to the rounding error analysis of the Lanczos algorithmThe Lanczos and conjugate gradient algorithms were introduced more than five decades ago as tools for numerical computation of dominant eigenvalues of symmetric matrices and for solving linear algebraic systems with symmetric positive definite matrices, respectively. Because of their fundamental relationship with the theory of orthogonal polynomials and Gauss quadrature of the Riemann-Stieltjes integral, the Lanczos and conjugate gradient algorithms represent very interesting general mathematical objects, with highly nonlinear properties which can be conveniently translated from algebraic language into the language of mathematical analysis, and vice versa. The algorithms are also very interesting numerically, since their numerical behaviour can be explained by an elegant mathematical theory, and the interplay between analysis and algebra is useful there too. Motivated by this view, the present contribution wishes to pay a tribute to those who have made an understanding of the Lanczos and conjugate gradient algorithms possible through their pioneering work, and to review recent solutions of several open problems that have also contributed to knowledge of the subject.

Abstract. In this paper some results are reviewed concerning the characterization of inverses of symmetric tridiagonal and block tridiagonal matrices as well as results concerning the decay of the elements of the inverses. These results are obtained by relating the elements of inverses to elements of the Cholesky decompositions of these matrices. This gives explicit formulas for the elements of the inverse and gives rise to stable algorithms to compute them. These expressions also lead to bounds for the decay of the elements of the inverse for problems arising from discretization schemes. Basically there are two kinds of papers: the first gives analytic formulas for special cases; the second gives characterizations of matrices whose inverse has certain properties, e.g., being tridiagonal or banded.Historically, the oldest paper we found considering the explicit inverse of matrices

No abstract