Transpose-free formulations of Lanczos-type methods for nonsymmetric linear systems (Q1127054)
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English | Transpose-free formulations of Lanczos-type methods for nonsymmetric linear systems |
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Transpose-free formulations of Lanczos-type methods for nonsymmetric linear systems (English)
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4 March 1999
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A transpose-free version of the nonsymmetric scaled Lanczos procedure is presented. It generates the same tridiagonal matrix as the classical algorithm, using two matrix-vector products per iteration without accessing the transpose of the matrix. This algorithm is applied to obtain a transpose-free version of the quasi-minimal residual method (without look-ahead), which requires three matrix-vector products per iteration. A related transpose-free version of the bi-conjugate gradient algorithm is also presented.
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nonsymmetric linear systems
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transpose-free Lanczos algorithm
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quasi-minimal residual method
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bi-conjugate gradient algorithm
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