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A unified approach to some strategies for the treatment of breakdown in Lanczos-type algorithms

A. El Guennouni — 1999

Applicationes Mathematicae

The Lanczos method for solving systems of linear equations is implemented by using some recurrence relationships between polynomials of a family of formal orthogonal polynomials or between those of two adjacent families of formal orthogonal polynomials. A division by zero can occur in these relations, thus producing a breakdown in the algorithm which has to be stopped. In this paper, three strategies to avoid this drawback are discussed: the MRZ and its variants, the normalized and unnormalized...

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