Lanczos-type algorithms with embedded interpolation and extrapolation models for solving large-scale systems of linear equations

DOI10.1504/IJCSM.2019.103675MaRDI QIDQ2224378zbMATH OpenOpenAlexWikidataFDO

Authors Maharani Maharani, Niken Larasati, A. Salhi, Wali Mashwani Khan

Publication date 3 February 2021

Published in International Journal of Computing Science and Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijcsm.2019.103675

zbMATH Keywords

embedded interpolation and extrapolation model in Lanczos-type algorithms (EIEMLA)extrapolationinterpolationLanczos algorithmrestarting strategysystems of linear equations

Mathematics Subject Classification ID

Numerical interpolation (65D05) Direct numerical methods for linear systems and matrix inversion (65F05)

Review text

Summary: The new approach to combating instability in Lanczos-type algorithms for large-scale problems is proposed. It is a modification of so called the embedded interpolation and extrapolation model in Lanczos-type algorithms (EIEMLA), which enables us to interpolate the sequence of vector solutions generated by a Lanczos-type algorithm entirely, without rearranging the position of the entries of the vector solutions. The numerical results show that the new approach performs more effectively than the EIEMLA. In fact, we extend this new approach on the use of a restarting framework to obtain the convergence of Lanczos algorithms accurately. This kind of restarting challenges other existing restarting strategies in Lanczos-type algorithms.

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(2)

• High performances of stabilized Lanczos-types for solving high dimension problems: a survey
• Solving large scale systems of linear equations with a stabilized Lanczos-type algorithms running on a cloud computing platform

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