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TW 267
G. De Samblanx and A. Bultheel
Nested Lanczos: Implicitly restarting a Lanczos algorithm
Abstract
In this text, we present a generalisation of the idea of the Implicitly Restarted Arnoldi method to the nonsymmetric Lanczos algorithm, using the two-sided Gram-Schmidt process or using a full Lanczos tridiagonalisation. The Implicitly Restarted Lanczos method can be combined with an implicit filter. It can also be used in case of breakdown and offers an alternative for look-ahead.
report.pdf / mailto: G. De Samblanx