Title: Error Analysis of the Lanczos Algorithm for the Nonsymmetric Eigenvalue Problem
Abstract: This paper presents an error analysis of the Lanczos algorithm in finite-precision arithmetic for solving the standard nonsymmetric eigenvalue problem, if no breakdown occurs. An analog of Paigeâs theory on the relationship between the loss of orthogonality among the Lanczos vectors and the convergence of Ritz values in the symmetric Lanczos algorithm is discussed. The theory developed illustrates that in the nonsymmetric Lanczos scheme, if Ritz values are well conditioned, then the loss of biorthogonality among the computed Lanczos vectors implies the convergence of a group of Ritz triplets in terms of small residuals. Numerical experimental results confirm this observation.