Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
A stabilization of the CGS method by restarting Lanczos process(<Special Issue>Algorithms for Matrix・Eigenvalue Problems and their Applications)
Hiroto TADANOTetsuya SAKURAI
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2005 Volume 15 Issue 2 Pages 129-143

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Abstract
The Conjugate Gradient Squared (CGS) method has been proposed for solving linear systems with non-Hermitian matrix. This method is known to be unstable because the residual often increases rapidly due to near-breakdown. In this paper, we analyze two causes of near-breakdown in the CGS method and derive a condition of detecting it. Moreover, we propose a method for avoiding near-breakdown in the CGS method by restarting Lanczos process. Effects of the CGS method with restart have been illustrated by some numerical experiments.
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© 2005 The Japan Society for Industrial and Applied Mathematics
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