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A19/b6: a new lanczos-type algorithm and its implementation
Author(s):
1. ZAKIR ULLAH: Department of Mathematics, University of Peshawar, Khyber Pakhtunkhwa, 25120, Pakistan.
2. MUHAMMAD FAROOQ: Department of Mathematics, University of Peshawar, Khyber Pakhtunkhwa, 25120, Pakistan.
3. ABDELLAH SALHI: Department of Mathematical Sciences, University of Essex, Wivenhoe Park, Colchester, CO4 3SQ, UK.
Abstract:
Lanczos-type algorithms are mostly derived using recurrence relationships between formal orthogonal polynomials. Various recurrence relations between these polynomials can be used for this purpose. In this paper, we discuss recurrence relations A19 and B6 for the choice Ui(x) = Pi(1)(x), where Ui is an auxiliary family of polynomials of exact degree i. This leads to new Lanczos-type algorithm A19=B6 that shows superior stability when compared to existing algorithms of the same type. This new algorithm is derived and described here. Computational results obtained with it are compared to those of the most robust algorithms of this type namely A12, A1n2ew A5=B10 and A8=B10 on the same test problems. These results are included.
Page(s): 106-122
DOI: DOI not available
Published: Journal: Journal of Prime Research in Mathematics, Volume: 11, Issue: 1, Year: 2015
Keywords:
Lanczos algorithm , Primary 65F10 , Formal Orthogonal Polynomials AMS SUBJECT , Systems of Linear Equations
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