Accession Number:

ADA310632

Title:

An Efficient Implementation of Non Symmetric Lanczos Algorithm,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY CENTER FOR PURE AND APPLIED MATHEMATICS

Personal Author(s):

Report Date:

1995-10-01

Pagination or Media Count:

32.0

Abstract:

Lanczos vectors computed in finite precision arithmetic by the three-term recurrence tend to lose their mutual biorthogonality. One either accepts this loss and takes more steps or re-biorthogonalizes the Lanczos vectors at each step. For the symmetric case there is a compromise approach. This compromise, known as maintaining semi-orthogonality, minimizes the cost of re-orthogonalization. This paper extends the compromise to the two-sided Lanczos algorithm, and justifies the new algorithm. The compromise is called maintaining semi-duality. An advantage of maintaining semi-duality is that the computed tridiagonal is a perturbation of a matrix that is exactly similar to the appropriate projection of the given matrix onto the computed subspaces. Another benefit is that the simple two-sided Gram-Schmidt procedure is a viable way to correct for loss of duality. Some numerical experiments show that our Lanczos code is significantly more efficient than Arnoldis method.

Subject Categories:

  • Numerical Mathematics
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE