Skip to content

Solution of Systems of Linear Equations by Minimized Iterations

Algorithm
Lanczos minimized-iteration method

Abstract

A simple algorithm is described which is well adapted to the effective solution of large systems of linear algebraic equations by a succession of well-convergent approximations.

Summary

Lanczos presents a minimized-iteration scheme for solving large systems of linear algebraic equations through successively improved approximations. The work is an early Krylov-subspace formulation and an important companion to conjugate-gradient methods, especially for understanding how orthogonalization and polynomial approximations can make large linear systems tractable.

Tags

Similar Papers