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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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