A. Greenbaum, V. L. Druskin, L. A. Knizhnerman, “On solving indefinite symmetric linear systems by means of the Lanczos method”, Zh. Vychisl. Mat. Mat. Fiz., 1999, Volume 39, Number 3,Pages <nobr>371

This article is cited in 3 papers

On solving indefinite symmetric linear systems by means of the Lanczos method

A. Greenbaum^a, V. L. Druskin^b, L. A. Knizhnerman^c

^a Mathematics Department, Box 354350, University of Washington, Seattle, WA 98195, USA
^b Schlumberger-Doll Research, Old Quarry Road, Ridgefield, CT 06877-4108, USA
^c Central Geophysical Expedition, Narodnogo Opolcheniya St., 40, bldg. 3, Moscow, 123298 Russia

Abstract: A new result on the distribution of Ritz values at two consecutive steps of a simple Lanczos process is proved. It is used in showing why the Lanczos method effectively solves indefinite symmetric linear systems in computer arithmetic. The result of a numerical experiment is presented.

UDC: 519.612

MSC: Primary 65F25; Secondary 65F10

Received: 23.01.1998

Language: English