解大规模非对称线性方程组的Lanczos方法和精化Lanczos方法

作者：贾仲孝; 李焱淼非对称线性方程组lanczos法增广矩阵奇异向量特征值数值计算

摘要：A large unsymmetric linear system problem is transformed into the problem of computing the eigenvector of a large symmetric nonnegative definite matrix associated with the eigenvalue zero, i.e., the computation of the elgenvector of the cross-product matrix of an augmented matrix associated with the eigenvalue zero. The standard Lanczos method and an improved refined Lanczos method are proposed that compute approximate eigenvectors and return approximate solutions of the linear system. An implicitly restarted Lanczos algorithm and its refined version are developed. Theoretical analysis and numerical experiments show the refined method is better than the standard one. If the large matrix has small eigenvalues, the two new algorithms are much faster than the unpreconditioned restarted GMRES.

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