Title

Transpose-Free Formulations of Lanczos-Type Methods for Nonsymmetric Linear Systems

Document Type

Article

Department

Mathematics (HMC)

Publication Date

5-1998

Abstract

We present a transpose-free version of the nonsymmetric scaled Lanczos procedure. It generates the same tridiagonal matrix as the classical algorithm, using two matrix–vector products per iteration without accessing AT. We apply this algorithm to obtain a transpose-free version of the Quasi-minimal residual method of Freund and Nachtigal (without look-ahead), which requires three matrix–vector products per iteration. We also present a related transpose-free version of the bi-conjugate gradients algorithm.

Rights Information

© 1998 Kluwer Academic