Vector-orthogonality and Lanczos-type methods (Q5961065): Difference between revisions

A Lanczos-type method, using formal vector orthogonality, is proposed for solving a linear system. An algorithm is given with a strategy being defined to change the dimension of vector orthogonality by increasing or decreasing the dimension, which allow for leading the algorithm and controlling the numerical problem. Decreasing the dimension is also known as deflation and increasing the dimension gives an adaptable algorithm, as do strategies of restarted methods. The obtained residuals are exactly orthogonal to a space of increasing dimensions. Although numerical results are presented, the problem of finding automatically good directions of projections remains partly open.