@Article{JCM-31-3, author = {}, title = {On Convergence Property of the Lanczos Method for Solving a Complex Shifted Hermitian Linear System}, journal = {Journal of Computational Mathematics}, year = {2013}, volume = {31}, number = {3}, pages = {326--334}, abstract = {
We discuss the convergence property of the Lanczos method for solving a complex shifted Hermitian linear system $(α I + H)x = f$. By showing the colinear coefficient of two system's residuals, our convergence analysis reveals that under the condition $Re(α)+ λ _{min}(H)>0$, the method converges faster than that for the real shifted Hermitian linear system $(Re(α) I+H)x=f$. Numerical experiments verify such convergence property.
}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1212-m4186}, url = {https://global-sci.com/article/84681/on-convergence-property-of-the-lanczos-method-for-solving-a-complex-shifted-hermitian-linear-system} }