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Orthogonal polynomials and the Lanczos method

C. BrezinskiH. SadokM. Redivo Zaglia — 1994

Banach Center Publications

Lanczos method for solving a system of linear equations is well known. It is derived from a generalization of the method of moments and one of its main interests is that it provides the exact answer in at most n steps where n is the dimension of the system. Lanczos method can be implemented via several recursive algorithms known as Orthodir, Orthomin, Orthores, Biconjugate gradient,... In this paper, we show that all these procedures can be explained within the framework of formal orthogonal polynomials....

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