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New look-ahead Lanczos-type algorithms for linear systems

机译:线性系统的新超前Lanczos型算法

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A breakdown (due to a division by zero) can arise in the algorithms for implementing Lanczos' method because of the non-existence of some formal orthogonal polynomials or because the recurrence relationship used is not appropriate. Such a breakdown can be avoided by jumping over the polynomials involved. This strategy was already used in some algorithms such as the MRZ and its variants. In this paper, we propose new implementations of the recurrence relations of these algorithms which only need the storage of a fixed number of vectors, independent of the length of the jump. These new algorithms are based on Horner's rule and on a different way for computing the coefficients of the recurrence relationships. Moreover, these new algorithms seem to be more stable than the old ones and they provide better numerical results. Numerical examples and comparisons with other algorithms will be given.
机译:由于某些形式正交多项式的不存在或由于使用的递归关系不合适,在实现Lanczos方法的算法中可能会出现故障(由于被零除)。可以通过跳过所涉及的多项式来避免这种故障。此策略已在某些算法(例如MRZ及其变体)中使用。在本文中,我们提出了这些算法的递归关系的新实现,这些实现只需要存储固定数量的向量即可,而与跳转的长度无关。这些新算法基于霍纳规则和用于计算递归关系系数的不同方法。而且,这些新算法似乎比旧算法更稳定,并且提供了更好的数值结果。将给出数值示例并与其他算法进行比较。

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