Software for simplified Lanczos and QMR algorithms (Q1917424)

The paper describes Fortran-77 implementations of some simplified versions of the three-term and coupled two-term Lanczos algorithm and the associated quasi-minimal residual (QMR) iteration algorithms for general \(J\)-symmetric and \(J\)-Hermitian matrices. These implementations represent counterparts to the algorithms already contained in the authors software package QMRPACK. Section 2 briefly reviews the Lanczos process and the QMR method. In Section 3, the general concept of simplified Lanczos algorithms is discussed, and a few examples are given. In Section 4, the authors describe implementation issues for the simplified algorithms. Section 5 considers one of the algorithms in more detail. In Section 6, a list of the implemented simplified algorithms is given. Section 7 describes an example driver for two of the algorithms, and in Section 8, results of numerical experiments are reported. In Section 9, the authors make some concluding remarks.