Look-Ahead Procedures For Lanczos-Type Product Methods Based On Three-Term Lanczos Recurrences (1996)
| Venue: | SIAM J. MATRIX ANAL. APPL |
| Citations: | 8 - 4 self |
BibTeX
@ARTICLE{Gutknecht96look-aheadprocedures,
author = {Martin Gutknecht and Klaus J. Ressel},
title = {Look-Ahead Procedures For Lanczos-Type Product Methods Based On Three-Term Lanczos Recurrences},
journal = {SIAM J. MATRIX ANAL. APPL},
year = {1996},
volume = {21},
pages = {1051--1078}
}
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Abstract
Lanczos-type product methods for the solution of large sparse non-Hermitian linear systems either square the Lanczos process or combine it with a local minimization of the residual. They inherit from the underlying Lanczos process the danger of breakdown. For various Lanczostype product methods that are based on the Lanczos three-term recurrence, look-ahead versions are presented, which avoid such breakdowns or near breakdowns at the cost of a small computational overhead. Different look-ahead strategies are discussed and their efficiency is demonstrated by several numerical examples.
