Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0564.65022
Parlett, Beresford N.; Taylor, Derek R.; Liu, Zhishun A.
A look-ahead Lanczos algorithm for unsymmetric matrices. (English)
[J] Math. Comput. 44, 105-124 (1985). ISSN 0025-5718; ISSN 1088-6842/e

The Lanczos algorithm for nonsymmetric matrices is studied. It is shown how breakdown caused by a pair of corresponding basis vectors being orthogonal can be remedied by computing further vectors in the Krylov sequences. This corresponds to performing $2\times 2$ pivots when factorizing the moment matrix, which may be indefinite for nonsymmetric eigenproblems. It is stated that when $2\times 2$ pivots are insufficient to continue the process, all eigenvalues have converged. Results of a few numerical tests are reported.
[A.Ruhe]

MSC 2000:: *65F15 Eigenvalues (numerical linear algebra)

Keywords: Lanczos algorithm; Krylov sequences; nonsymmetric eigenproblems; numerical tests

Citations: Zbl 0564.65021

Cited in: Zbl 0754.65034 Zbl 0716.65030

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]