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A new Lanczos-type algorithm for systems of linear equations
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نویسنده
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farooq m. ,salhi a.
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منبع
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journal of prime research in mathematics - 2014 - دوره : 10 - شماره : 1 - صفحه:104 -119
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چکیده
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Lanczos-type algorithms are efficient and easy to imple-ment. unfortunately they breakdown frequently and well before con-vergence has been achieved. these algorithms are typically based on recurrence relations which involve formal orthogonal polynomials of low degree. in this paper,we consider a recurrence relation that has not been studied before and which involves a relatively higher degree polynomial. interestingly,it leads to an algorithm that shows su-perior stability when compared to existing lanczos-type algorithms. this new algorithm is derived and described. it is then compared to the best known algorithms of this type,namely a5/b10,a8/b10,as well as arnoldi's algorithm,on a set of standard test problems. numerical results are included.
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کلیدواژه
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Arnoldi algorithm; Formal orthogonal polynomials; Lanczos algorithm; Systems of linear equations
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آدرس
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department of mathematics,university of peshawar, Pakistan, department of mathematical sciences,university of essex,wivenhoe park, United Kingdom
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Authors
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