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arXiv · 1403.0326

An alternative derivation of a new Lanczos-type algorithm for systems of linear equations

Saif Ullah·Muhammad Farooq·Abdellah Salhi
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Abstract

Various recurrence relations between formal orthogonal polynomials can be used to derive Lanczos-type algorithms. In this paper, we consider recurrence relation $A_{12}$ for the choice $U_i(x)=P_i(x)$, where $U_i$ is an auxiliary family of polynomials of exact degree $i$. It leads to a Lanczos-type algorithm that shows superior stability when compared to existing Lanczos-type algorithms. The new algorithm is derived and described. It is then computationally compared to the most robust algorithms of this type, namely $A_{12}$, $A_5/B_{10}$ and $A_8/B_{10}$, on the same test problems. Numerical results are included.

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Saif Ullah, Muhammad Farooq, Abdellah Salhi. 2014-03-03. An alternative derivation of a new Lanczos-type algorithm for systems of linear equations. https://arxiv.org/abs/1403.0326

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