Introduction of Interpolation and Extrapolation Model in Lanczos-type Algorithms A13/B6 and A13/B13 to Enhance their Stability

Maharani Maharani, Abdellah Salhi, Rifka Amelia Suharto
2018 Journal of Mathematical and Fundamental Sciences  
A new method to treat the inherent instability of Lanczos-type algorithms is introduced. It enables us to capture the properties of the sequence of iterates generated by a Lanczos-type algorithm by interpolating on this sequence of points. The interpolation model found is then used to generate a point that is outside the range. It is expected that this new point will link up the rest of the sequence of points generated by the Lanczos-type algorithm if breakdown does not occur. However, because
more » ... e assume that the interpolation model captures the properties of the Lanczos sequence, the new point belongs to that sequence since it is generated by the model. This paper introduces the socalled Embedded Interpolation and Extrapolation Model in Lanczos-type Algorithms (EIEMLA). The model was implemented in algorithms A 13 /B 6 and A 13 /B 13 , which are new variants of the Lanczos algorithm. Individually, these algorithms perform badly on high dimensional systems of linear equations (SLEs). However, with the embedded interpolation and extrapolation models, EIEM A 13 /B 6 and EIEM A 13 /B 13 , a substantial improvement in the performance on SLEs with up to 10 5 variables can be achieved.
doi:10.5614/ fatcat:73hhowm7w5a7bgdtdt35kbgfd4