Look-Ahead Procedures for Lanczos-Type Product Methods Based on Three-Term Lanczos Recurrences
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Date
1999-10Type
- Report
ETH Bibliography
yes
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Abstract
Lanczos-type product methods for the solution of large sparse non-Hermitian linear systems either square the Lanczos process or combine it with a local minimization of the residual. They inherit from the underlying Lanczos process the danger of breakdown. For various Lanczos-type product methods that are based on the Lanczos three-term recurrence, look-ahead versions are presented, which avoid such breakdowns or near breakdowns at the cost of a small computational overhead. Different look-ahead strategies are discussed and their efficiency is demonstrated by several numerical examples. Show more
Permanent link
https://doi.org/10.3929/ethz-a-004288003Publication status
publishedExternal links
Journal / series
SAM Research ReportVolume
Publisher
Seminar for Applied Mathematics, ETH ZurichSubject
Lanczos-type product methods; look-ahead; iterative methods; non-Hermitian matrices; sparse linear systemsOrganisational unit
02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
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ETH Bibliography
yes
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