Avoiding breakdown in Van der Vorst's method

DOI10.1023/A:1019145010317MaRDI QIDQ1817789zbMATH OpenOpenAlexFDO

Authors Peter R. Graves-Morris, Ahmed Salam

Publication date 7 September 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019145010317

zbMATH Keywords

algorithmavoiding breakdownconvergenceLanczos iterative methodlarge sparse linear systemnon-Hermitian matrixnumerical examples

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

Review text

The purpose of this paper is to overcome the breakdown of convergence for the Lanczos iterative method and also for \textit{H. A. Van der Vorst} method [SIAM J. Sci. Stat. Comput. 13, No. 2, 631-644 (1992; Zbl 0761.65023)] applied to large sparse linear systems. The authors develop a polynomial method which defines the iterates for the approximate solution of the linear system as quotients of some polynomials having the coefficients expressed in terms of an associated sequence. Numerical examples show that the described algorithm seems to be much more robust than the Lanczos iteration.

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Cited in

(5)

• The matrix and polynomial approaches to Lanczos-type algorithms
• A review of formal orthogonality in Lanczos-based methods
• The methods of Vorobyev and Lanczos
• VPAStab\((J,L)\): an iterative method with look-ahead for the solution of large sparse linear systems
• Reliability of Lanczos-type product methods from perturbation theory

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