New recurrence relationships between orthogonal polynomials which lead to new Lanczos-type algorithms

Abstract: Lanczos methods for solving

e x t i t A e x t b f x = e x t b f b

consist in constructing a sequence of vectors

(e x t b f x_{k}), k = 1, ...

such that

e x t b f r_{k} = e x t b f b - e x t i t A e x t b f x_{k} = e x t i t P_{k} (e x t i t A) e x t b f r_{0}

,, where

e x t i t P_{k}

is the orthogonal polynomial of degree at most

k

with respect to the linear functional

c

defined as

c (x i^{i}) = (e x t b f y, e x t i t A^{i} e x t b f r_{0})

. Let

e x t i t P_{k}^{(1)}

be the regular monic polynomial of degree

k

belonging to the family of formal orthogonal polynomials (FOP) with respect to

c^{(1)}

defined as

c^{(1)} (x i^{i}) = c (x i^{i + 1})

. All Lanczos-type algorithms are characterized by the choice of one or two recurrence relationships, one for

e x t i t P_{k}

and one for

e x t i t P_{k}^{(1)}

. We shall study some new recurrence relations involving

e x t i t P_{k}

and

e x t i t P_{k}^{(1)}

and their possible combination to obtain new Lanczos-type algorithms. We will show that some recurrence relations exist, but cannot be used to derive Lanczos-type algorithms, while others do not exist at all.

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