ISSN:
1572-9265
Keywords:
Lanczos algorithm
;
quasi-minimal residual algorithm
;
bi-conjugate gradients algorithm
;
nonsymmetric linear systems
;
Krylov subspace methods
;
65F10
;
65N20
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1011637511962
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