Research reports

Look-Ahead Procedures for Lanczos-Type Product Methods Based on Three-Term Lanczos Recurrences

by M. H. Gutknecht and K. J. Ressel

(Report number 1999-20)

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 Lanczos-type 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.

Keywords: Lanczos-type product methods, look-ahead, iterative methods,non-Hermitian matrices, sparse linear systems

BibTeX
@Techreport{GR99_254,
  author = {M. H. Gutknecht and K. J. Ressel},
  title = {Look-Ahead Procedures for Lanczos-Type Product Methods Based on Three-Term Lanczos Recurrences},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {1999-20},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports1999/1999-20.pdf },
  year = {1999}
}

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