The matrix and polynomial approaches to Lanczos-type algorithms

摘要

Lanczos method for solving a system of linear equations can be derived by using formal orthogonal polynomials. It can be implemented by several recurrence relationships, thus leading to several algorithms. In this paper, the Lanczos/Orthodir algorithm will be derived in two different ways. The first one is based on a matrix approach and on the recursive computation of two successive regular matrices. We will show that it can be directly obtained from the orthogonality conditions and the fact that Lanczos method is a Krylov subspace method. The second approach is based on formal orthogonal polynomials. The case of breakdowns will be treated similarly.