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Digitale Medien

Transpose-free formulations of Lanczos-type methods for nonsymmetric linear systems (1998)

Chan, Tony F. ; de Pillis, Lisette ; van der Vorst, Henk

Springer

Numerical algorithms 17 (1998), S. 51-66

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Details

ISSN: 1572-9265

Schlagwort(e): Lanczos algorithm ; quasi-minimal residual algorithm ; bi-conjugate gradients algorithm ; nonsymmetric linear systems ; Krylov subspace methods ; 65F10 ; 65N20

Quelle: Springer Online Journal Archives 1860-2000

Thema: Informatik , Mathematik

Notizen: Abstract We present a transpose-free version of the nonsymmetric scaled Lanczos procedure. It generates the same tridiagonal matrix as the classical algorithm, using two matrix–vector products per iteration without accessing AT. We apply this algorithm to obtain a transpose-free version of the Quasi-minimal residual method of Freund and Nachtigal [15] (without look-ahead), which requires three matrix–vector products per iteration. We also present a related transpose-free version of the bi-conjugate gradients algorithm.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1023/A:1011637511962

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