Nested Lanczos: implicitly restarting an unsymmetric Lanczos algorithm

被引：9

作者：

De Samblanx, G ^{[1
]}

Bultheel, A ^{[1
]}

机构：

[1] Katholieke Univ Leuven, Dept Comp Sci, B-3001 Heverlee, Belgium

来源：

NUMERICAL ALGORITHMS | 1998年 / 18卷 / 01期

关键词：

unsymmetric lanczos; Implicitly Restarted Arnoldi; two-sided Gram-Schmidt;

D O I：

10.1023/A:1019105012193

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this text, we present a generalization of the idea of the Implicitly Restarted Arnoldi method to the unsymmetric Lanczos algorithm, using the two-sided Gram-Schmidt process or using a full Lanczos tridiagonalization. The resulting implicitly restarted Lanczos method is called Nested Lanczos. Nested Lanczos can be combined with an implicit filter. It can also be used in case of breakdown and offers an alternative for look-ahead.

引用

页码：31 / 50

页数：20

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