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Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

   

 

A Lanczos-type method
for multiple starting vectors


Authors: J. I. Aliaga, D. L. Boley, R. W. Freund and V. Hernández
Journal: Math. Comp. 69 (2000), 1577-1601
MSC (1991): Primary 65F10, 65F15; Secondary 65F25, 65F30
Published electronically: May 20, 1999
MathSciNet review: 1665942
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Abstract: Given a square matrix and single right and left starting vectors, the classical nonsymmetric Lanczos process generates two sequences of biorthogonal basis vectors for the right and left Krylov subspaces induced by the given matrix and vectors. In this paper, we propose a Lanczos-type algorithm that extends the classical Lanczos process for single starting vectors to multiple starting vectors. Given a square matrix and two blocks of right and left starting vectors, the algorithm generates two sequences of biorthogonal basis vectors for the right and left block Krylov subspaces induced by the given data. The algorithm can handle the most general case of right and left starting blocks of arbitrary sizes, while all previously proposed extensions of the Lanczos process are restricted to right and left starting blocks of identical sizes. Other features of our algorithm include a built-in deflation procedure to detect and delete linearly dependent vectors in the block Krylov sequences, and the option to employ look-ahead to remedy the potential breakdowns that may occur in nonsymmetric Lanczos-type methods.


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Additional Information

J. I. Aliaga
Affiliation: Departamento de Informática, Universidad Jaume I, Campus de Riu Sec, 12071 Castellón, Spain
Email: aliaga@inf.uji.es

D. L. Boley
Affiliation: Department of Computer Science and Engineering, University of Minnesota, 4-192 EE/CSci Building, 200 Union Street S.E., Minneapolis, Minnesota 55455-0159
Email: boley@cs.umn.edu

R. W. Freund
Affiliation: Bell Laboratories, Lucent Technologies, Room 2C-420, 700 Mountain Avenue, Murray Hill, New Jersey 07974-0636
Email: freund@research.bell-labs.com

V. Hernández
Affiliation: Departamento de Sistemas Informáticos y Computación, Universidad Politécnica de Valencia, Apartado de Correos 22012, 46071 Valencia, Spain
Email: vhernand@dsic.upv.es

DOI: http://dx.doi.org/10.1090/S0025-5718-99-01163-1
PII: S 0025-5718(99)01163-1
Keywords: Lanczos algorithm, nonsymmetric matrix, block Krylov subspaces, biorthogonalization, oblique projection, deflation, breakdown, look-ahead
Received by editor(s): October 10, 1996
Received by editor(s) in revised form: September 22, 1998
Published electronically: May 20, 1999
Additional Notes: The first and the last author were supported in part by the European ESPRIT III Basic Research Project GEPPCOM #9072. The second author was supported in part by the U.S. NSF Grants #CCR-9405380 and #CCR-9628786.
Article copyright: © Copyright 2000 Lucent Technologies