A ``look-around Lanczos'' algorithm for solving a system of linear equations
type: Item
instance of: scholarly article
title: A ``look-around Lanczos'' algorithm for solving a system of linear equations
zbMATH Open document ID: 0898.65014
DOI: 10.1023/A:1019162308133
published in: Numerical Algorithms
publication date: 1998-10-27T00:00:00Z
review text: The author proposes two iterative algorithms to solve large sparse linear systems of equations. The first one is a modification of Lanczos' method and the second is based on one of Brezinski's extrapolation methods. Lanczos methods may break down [see e.g. \textit{R. W. Freund, M. H. Gutknecht} and \textit{N. M. Nachtigal}, SIAM J. Sci. Comput 14, No. 1, 137-158 (1993; Zbl 0770.65022)] and have to be stabilized by a look-ahead strategy. The author proposes a new ``look-around Lanczos'' algorithm to overcome these problems.
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 65F50
zbMATH DE Number: 1129529
zbMATH Keywords: sparse linear systems
zbMATH Keywords: Lanczos algorithm
zbMATH Keywords: Padé approximation
zbMATH Keywords: iterative methods
zbMATH Keywords: Brezinski's extrapolation methods
zbMATH Keywords: look-ahead strategy
author: Peter R. Graves-Morris
reviewed by: W. Gander
MaRDI profile type: Publication
full work available at URL: a:1019162308133
OpenAlex ID: W142702030
description: scientific article; zbMATH DE number 1129529