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A few results on Arnoldi's method and IOM for large non-Hermitian linear systems (Q2721935)

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scientific article; zbMATH DE number 1616975
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English
A few results on Arnoldi's method and IOM for large non-Hermitian linear systems
scientific article; zbMATH DE number 1616975

    Statements

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    11 July 2001
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    non-Hermitian linear systems
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    Arnoldi's method
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    incomplete orthogonalization
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    Hessenberg matrices
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    algorithms
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    computational complexity
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    A few results on Arnoldi's method and IOM for large non-Hermitian linear systems (English)
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    In this short paper the author presents some results about Arnoldi's method and its incomplete orthogonalization version (IOM) for linear systems with non-Hermitian coefficient matrices. It is shown that the updating recursion of inverses of the Hessenberg matrices does not need \(QR\) or \(LU\) decomposition. The results reported in the paper allow one to decide when the algorithms converge and show how to compute the approximate solutions with a good computational complexity.
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