Methods for overcoming breakdown problems in the Unsymmetric Lanczos Reduction method

DOI10.1002/(SICI)1097-0207(19980615)42:3%3C389::AID-NME362%3E3.0.CO;2-9MaRDI QIDQ4216630zbMATH OpenOpenAlexFDO

Authors H. Li, P. W. Aitchison, Allan D. Woodbury

Publication date 3 November 1998

Full work available at URL https://doi.org/10.1002/(sici)1097-0207(19980615)42:3%3C389::aid-nme362%3E3.0.co;2-9

zbMATH Keywords

breakdown problemsKrylov subspace methodnumerical resultstwo-sided biorthogonalizationunsymmetric Lanczos reduction method

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

Linear systems of the form \[ My'+ Ky= f(t), \] where \(M\) is symmetric and positive definite can be solved by a Krylov subspace approach in which a much smaller problem of the form \[ \widehat Mz'+\widehat Kz=\widehat f(t) \] is solved. In this paper, the unsymmetric Lanczos reduction method is used using a two-sided biorthogonalization process so that \(\widehat M\) is tridiagonal and \(\widehat K\) the identity matrix. In order to avoid difficulties with breakdown when a near zero pivot is produced, a maximum pivot new-start vector technique is developed. Some numerical results show that there can be up to a 95\% computational saving compared with a standard approach. However, the reduced system can become unstable and lose accuracy during time stepping even though the original problem is stable.

Recommendations

• Lanczos Methods for the Solution of Nonsymmetric Systems of Linear Equations
• Eigenvalue translation method for stabilizing an unsymmetric Lanczos reduction process
• Applications of the Lanczos method

Cites work

• Dynamics of fluids in porous media.
• Eigenvalue translation method for stabilizing an unsymmetric Lanczos reduction process
• Theory of Laminar Flames

Cited in

(4)

• A linear system solver based on a modified Krylov subspace method for breakdown recovery
• Eigenvalue translation method for stabilizing an unsymmetric Lanczos reduction process
• A unified approach to some strategies for the treatment of breakdown in Lanczos-type algorithms
• Breakdowns in the implementation of the Lánczos method for solving linear systems

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