Updating the QR decomposition of block tridiagonal and block Hessenberg matrices generated by block Krylov space methods

For MINRES and SYMMLQ it is essential to compute the QR decompositions of tridiagonal coefficient matrices gained in the Lanczos process. Likewise, for GMRES one has to find those of Hessenberg matrices. These QR decompositions are computed by an update scheme where in every step a single Givens rot...

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Detalhes bibliográficos
Principais autores: Gutknecht, M, Schmelzer, T
Formato: Report
Publicado em: Unspecified 2005