Nested Lanczos: implicitly restarting an unsymmetric Lanczos algorithm |
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Authors: | Gorik De Samblanx Adhemar Bultheel |
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Institution: | (1) Department of Computer Science, K.U. Leuven, Celestijnenlaan 200A, B-3001 Heverlee, Belgium |
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Abstract: | In this text, we present a generalization of the idea of the Implicitly Restarted Arnoldi method to the unsymmetric Lanczos
algorithm, using the two-sided Gram-Schmidt process or using a full Lanczos tridiagonalization. The resulting implicitly restarted
Lanczos method is called Nested Lanczos. Nested Lanczos can be combined with an implicit filter. It can also be used in case
of breakdown and offers an alternative for look-ahead.
This revised version was published online in August 2006 with corrections to the Cover Date. |
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Keywords: | unsymmetric Lanczos Implicitly Restarted Arnoldi two-sided Gram-Schmidt 65F15 |
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