Conjugate Gradients and the Lanczos Algorithm: Solving Large Symmetric Systems of Linear Equation

摘要

The solution of Ax = b is discussed, where A is a known n x n matrix, b is a known vector of length n, and x is an unknown vector of length n. Advantages and disadvantages of using the Lanczos algorithm are given. The report is in the form of lecture notes. (ERA citation 05:023386)