AN IMPROVED LANCZOS-ALGORITHM FOR SOLVING ILL-CONDITIONED LINEAR-EQUATIONS

被引:1
|
作者
SHAO, PL
机构
[1] North Vehicle Research Institute
关键词
D O I
10.1016/0898-1221(90)90161-C
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In the existing Lanczos algorithms for solving systems of linear equations,the estimate for the residual is effective for well-conditioned systems. However, in actual implementation on a computer we find that the estimate is no longer reliable for ill-conditioned cases. We first analyze in theory this observation, then develop an improved Lanczos algorithm. Numerical examples are also given to demonstrate the effectiveness of the present algorithm. © 1990.
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页码:25 / 33
页数:9
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