The look ahead Lanczos algorithm for large unsymmetric eigenproblems. (English) Zbl 0564.65021

Computing methods in applied sciences and engineering VI, Proc. 6th Int. Symp., Versailles 1983, 87-96 (1984).
A modification of the Lanczos algorithm for solving eigenproblems for large unsymmetric matrices is proposed. The algorithm is based on the idea of the pivoting strategy introduced in the paper of J. R. Bunch and B. N. Parlett [SIAM J. Numer. Anal. 8, 639–655 (1971; Zbl 0199.49802)], which reduces the occurrence of breakdown of the algorithm. Some details of the modified algorithm are discussed.
[For the entire collection see Zbl 0547.00045.]
Reviewer: T.Reginska


65F15 Numerical computation of eigenvalues and eigenvectors of matrices