Transpose-free Lanczos-type algorithms for nonsymmetric linear systems

DOI10.1023/A:1012085428800MaRDI QIDQ1127055zbMATH OpenOpenAlexFDO

Authors Claude Brezinski, Michela Redivo-Zaglia

Publication date 4 March 1999

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1012085428800

zbMATH Keywords

formal orthogonal polynomialsLanczos-type product methodnon-symmetric linear systemstranspose-free Lanczos-type algorithms

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The Lanczos method for solving systems of linear equations is implemented by using recurrence relationships between formal orthogonal polynomials. A new procedure for computing the coefficients of the recurrence relationships is proposed which avoids the use of the transpose of the matrix of the system. The procedure is based on the recursive computation of the products of polynomials appearing in their expressions. This approach allows to implement simultaneously and at a low price a Lanczos-type product method such as CGS or the BiCGSTAB.

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(15)

• Transpose-free formulations of Lanczos-type methods for nonsymmetric linear systems
• A Lanczos-type method for solving nonsymmetric linear systems with multiple right-hand sides -- matrix and polynomial interpretation
• Variations of Zhang's Lanczos-type product method
• A review of formal orthogonality in Lanczos-based methods
• Transpose-free multiple Lanczos and its application in Padé approximation
• Adaptive solution of infinite linear systems by Krylov subspace methods
• scientific article; zbMATH DE number 640484 (Why is no real title available?)
• An Efficient Implementation of the Nonsymmetric Lanczos Algorithm
• A transpose-free “Lanczos/Orthodir” algorithm for linear systems
• An application of the discrete-time Toda lattice to the progressive algorithm by Lanczos and related problems
• scientific article; zbMATH DE number 1404571 (Why is no real title available?)
• A new Lanczos-type algorithm for systems of linear equations
• Linearly convergent adjoint free solution of least squares problems by random descent
• Computing adjoint mismatch of linear maps
• Matrix-free stochastic calculation of operator norms without using adjoints

Describes a project that uses

Uses Software

• na5
• na1
• testmatrix

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