Avoiding breakdown and near-breakdown in Lanczos type algorithms
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Lanczos type algorithms form a wide and interesting class of iterative methods for solving systems of linear equations. One of their main interest is that they provide the exact answer in at mostn steps wheren is the dimension of the system. However a breakdown can occur in these algorithms due to a division by a zero scalar product. After recalling the so-called method of recursive zoom (MRZ) which allows to jump over such breakdown we propose two new variants. Then the method and its variants are extended to treat the case of a near-breakdown due to a division by a scalar product whose absolute value is small which is the reason for an important propagation of rounding errors in the method. Programming the various algorithms is then analyzed and explained. Numerical results illustrating the processes are discussed. The subroutines corresponding to the algorithms described can be obtained vianetlib.
Subject classificationsAMS(MOS) 65F10 65F25
KeywordsLanczos method biconjugate gradient projection orthogonal polynomials method of moments
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