Modified Lanczos method for solving large sparse linear systems
作者:
Tsun‐Zee Mai,
期刊:
Communications in Numerical Methods in Engineering
(WILEY Available online 1993)
卷期:
Volume 9,
issue 1
页码: 67-79
ISSN:1069-8299
年代: 1993
DOI:10.1002/cnm.1640090111
出版商: John Wiley&Sons, Ltd
数据来源: WILEY
摘要:
AbstractGeneralized conjugate gradient methods are often used to solve large sparse non‐symmetric linear systems. Such systems often arise in the numerical solution of convection–diffusion problems. The Lanczos/Orthodir method proposed by Jea and Young suffers the roundoff error problem. In this paper a modified Lanczos/Orthodir method is considered. The modifications are based on Paige's computational procedure and on the adaptive restarting procedure. Numerical results showed that the modified Lanczos/Orthodir method is more stable than the original version. Furthermore, with the adaptive restarting scheme the method performed much better than the Lanczos/Orthomin met
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