A ``look-around Lanczos'' algorithm for solving a system of linear equations (Q1381376)
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| Language | Label | Description | Also known as |
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| English | A ``look-around Lanczos'' algorithm for solving a system of linear equations |
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A ``look-around Lanczos'' algorithm for solving a system of linear equations (English)
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27 October 1998
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The author proposes two iterative algorithms to solve large sparse linear systems of equations. The first one is a modification of Lanczos' method and the second is based on one of Brezinski's extrapolation methods. Lanczos methods may break down [see e.g. \textit{R. W. Freund, M. H. Gutknecht} and \textit{N. M. Nachtigal}, SIAM J. Sci. Comput 14, No. 1, 137-158 (1993; Zbl 0770.65022)] and have to be stabilized by a look-ahead strategy. The author proposes a new ``look-around Lanczos'' algorithm to overcome these problems.
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sparse linear systems
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Lanczos algorithm
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Padé approximation
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iterative methods
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Brezinski's extrapolation methods
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look-ahead strategy
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