Avoiding breakdown in Van der Vorst's method (Q1817789)

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Avoiding breakdown in Van der Vorst's method
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    Avoiding breakdown in Van der Vorst's method (English)
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    7 September 2000
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    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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    large sparse linear system
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    non-Hermitian matrix
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    Lanczos iterative method
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    avoiding breakdown
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    convergence
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    numerical examples
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    algorithm
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