A review of formal orthogonality in Lanczos-based methods

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Abstract

Krylov subspace methods and their variants are presently the favorite iterative methods for solving a system of linear equations. Although it is a purely linear algebra problem, it can be tackled by the theory of formal orthogonal polynomials. This theory helps to understand the origin of the algorithms for the implementations of Krylov subspace methods and, moreover, the use of formal orthogonal polynomials brings a major simplification in the treatment of some numerical problems related to these algorithms. This paper reviews this approach in the case of Lanczos method and its variants, the novelty being the introduction of a preconditioner. © 2002 Elsevier Science B.V. All rights reserved.

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Brezinski, C., Zaglia, M. R., & Sadok, H. (2002). A review of formal orthogonality in Lanczos-based methods. Journal of Computational and Applied Mathematics, 140(1–2), 81–98. https://doi.org/10.1016/S0377-0427(01)00412-5

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