| Jack J. Dongarra, lain S. Duff, Danny C. Sorensen, and Henk A. van der Vorst. Solving Linear S'ystems on Vector and Stlared Memory Computers. SIAM, 1991. |
....only the unfactored preconditioner. 7.3 Preconditioned Lanczos Preconditioning the Lanczos iteration is largely analogous to preconditioning the conjugate gradient method as described above. The only exposition of a preconditioned Lanczos method in the literature that we are aware of is in [4]; apart from an implementational detail it is identical to the method derived here. Since the Lanczos method can handle nonsymmetric matrices, assume that the preconditioner is nonsymmetric too, and that we iterate on a system with matrix EtAF. From APD = k(I J) AtOD = I J) where For ....
Jack J. Dongarra, lain S. Duff, Danny C. Sorensen, and Henk A. van der Vorst. Solving Linear S'ystems on Vector and Stlared Memory Computers. SIAM, 1991.
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