A NEW IMPLEMENTATION OF THE LANCZOS METHOD IN LINEAR-PROBLEMS

The Lanczos algorithm has proved to be a powerful solution method not only for finding the eigenvalues but for solving linear systems of equations. In this work a new implementation of the algorithm is presented for solving linear systems of equations with a sequence of right‐hand sides. The versions of the method proposed in the past treat the right‐hand side vectors successively by keeping the tridiagonal matrix and the orthonormal basis in fast or secondary storage. The new technique handles all approximations to the solution vectors simultaneously without the necessity for keeping the tridiagonal matrix or the orthonormal basis in fast or secondary storage. Thus, when the first solution vector has converged to a required accuracy good approximations to the remaining solution vectors have simultaneously been obtained. It then takes fewer iterations to reach the final accuracy by working separately on each of the remaining vectors. Copyright © 1990 John Wiley & Sons, Ltd