Journal of Mathematical and Fundamental Sciences
Vol. 47 No. 2 (2015)

Restarting from Specific Points to Cure Breakdown in Lanczos-type Algorithms

Maharani Maharani (Department of Mathematical Sciences, University of Essex, Colchester, CO4 3SQ)
Abdellah Salhi (Department of Mathematical Sciences, University of Essex, Colchester, CO4 3SQ, U.K. phone: +44-1206-873032
fax: +44-1206-3040)



Article Info

Publish Date
01 Jun 2015

Abstract

Breakdown in Lanczos-type algorithms is a common phenomenon which is due to the non-existence of some orthogonal polynomials. It causes thesolution process to halt. It is, therefore, important to deal with it to improve the resilience of the algorithms and increase their usability. In this paper, we consider restarting from a number of different approximate solutions that seem to be attractive starting points. They are: (a) the last iterate preceding breakdown, (b) the iterate with minimum residual norm found so far, and (c) the approximate solution whose entries are the median values of entries of all iterates generated by the Lanczos-type algorithm considered. Although it has been shown theoretically in the context of Arnoldi-type algorithms as well as Lanczos-type algorithms that restarting mitigates breakdown and allows the iterative process to continue and converge to good solutions, here we give an alternative theorem to that effect and a proof of it. However, emphasis is on the quality of the restarting points. Numerical results are included.

Copyrights © 2015






Journal Info

Abbrev

jmfs

Publisher

Subject

Astronomy Chemistry Earth & Planetary Sciences Mathematics Physics

Description

Journal of Mathematical and Fundamental Sciences welcomes full research articles in the area of Mathematics and Natural Sciences from the following subject areas: Astronomy, Chemistry, Earth Sciences (Geodesy, Geology, Geophysics, Oceanography, Meteorology), Life Sciences (Agriculture, Biochemistry, ...