Two-Sided Arnoldi and Nonsymmetric Lanczos Algorithms

Copyright © [2002] by The Society for Industrial and Applied Mathematics. All rights reserved

        Many popular iterative algorithms for solving Ax=b, for computing eigenvalues of large matrices A. or for model reduction of large time-invariant, linear systems are based upon Arnoldi or Lanczos recursions.Inthispaper we describe a two-sided Arnoldi recursion, define several iterative algorithms which are based upon this recursion, and demonstrate equivalences between these iterative algorithms and corresponding nonsymmetric Lanczos algorithms.

By: Jane Cullum, Tong Zhang

Published in: SIAM Journal on Matrix Analysis and Applications , volume 24, (no 2), pages 303-19 in 2002

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