The Non-Symmetric s-Step Lanczos Algorithm: Derivation Of Efficient Recurrences And Synchronization-Reducing Variants Of BiCG And QMR

@article{Feuerriegel2015TheNS,
  title={The Non-Symmetric s-Step Lanczos Algorithm: Derivation Of Efficient Recurrences And Synchronization-Reducing Variants Of BiCG And QMR},
  author={Stefan Feuerriegel and H. Martin B{\"u}cker},
  journal={Applied Mathematics and Computer Science},
  year={2015},
  volume={25},
  pages={769-785}
}
The Lanczos algorithm is among the most frequently used iterative techniques for computing a few dominant eigenvalues of a large sparse non-symmetric matrix. At the same time, it serves as a building block within biconjugate gradient (BiCG) and quasi-minimal residual (QMR) methods for solving large sparse non-symmetric systems of linear equations. It is well known that, when implemented on distributed-memory computers with a huge number of processes, the synchronization time spent on computing… CONTINUE READING

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