Numerical Algorithms

, Volume 1, Issue 2, pp 261–284

Avoiding breakdown and near-breakdown in Lanczos type algorithms

  • C. Brezinski
  • M. Redivo Zaglia
  • H. Sadok
Article

Abstract

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 classifications

AMS(MOS) 65F10 65F25 

Keywords

Lanczos method biconjugate gradient projection orthogonal polynomials method of moments 

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Copyright information

© J.C. Baltzer A.G. Scientific Publishing Company 1991

Authors and Affiliations

  • C. Brezinski
    • 1
  • M. Redivo Zaglia
    • 2
  • H. Sadok
    • 1
  1. 1.Laboratoire d'Analyse Numérique et d'Optimisation, UFR IEEA-M3Université des Sciences et Techniques de Lille Flandres-ArtoisVilleneuve d'Ascq CedexFrance
  2. 2.Dipartimento di Elettronica e InformaticaUniversità degli Studi di PadovaPadovaItaly

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