A new look at the Lanczos algorithm for solving symmetric systems of linear equations

DOI10.1016/0024-3795(80)90248-7zbMath0431.65016OpenAlexW1969324505MaRDI QIDQ1138344

Beresford N. Parlett

Publication date: 1980

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(80)90248-7

zbMATH Keywords

conjugate gradient algorithmLanczos algorithmimplementationtridiagonalizationlarge sparse symmetric matrixselective orthogonalization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Cites Work

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• The incomplete Cholesky-conjugate gradient method for the iterative solution of systems of linear equations
• Eigenvalues of perturbed Hermitian matrices
• Solution of Sparse Indefinite Systems of Linear Equations
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
• Partial Elimination
• The Lanczos Algorithm with Selective Orthogonalization
• Estimates for Some Computational Techniques in Linear Algebra
• Computational Variants of the Lanczos Method for the Eigenproblem
• The Use of Conjugate Gradients for Systems of Linear Equations Possessing “Property A”
• Methods of conjugate gradients for solving linear systems

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