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An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices. (English) Zbl 0770.65022
The authors present an implementation of a look-ahead version of the Lanczos algorithm. Except for the very special situation of an incurable breakdown, this algorithm overcomes the problems of possible breakdowns and possible instabilities by skipping over those steps in which a breakdown or near breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products as the standard Lanczos process without look-ahead.

MSC:
65F15Eigenvalues, eigenvectors (numerical linear algebra)
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