Lanczos Biorthogonalization Algorithm and Other Oblique Projection Methods for Solving Large Unsymmetric Systems

摘要

Many powerful methods for solving systems of equations can be regarded as projection methods. Most of the projection methods known for solving linear systems are orthogonal projection methods: but little attention has been given to the class of nonorthogonal (or oblique) projection methods, which is particularly attractive for large nonsymmetric systems. Some methods in the general setting of oblique projection methods are presented, and some theoretical results are given. Some experiments comparing the various algorithms are reported. 5 figures. (ERA citation 06:008507)