Lanczos and Linear Systems
Lanczos and Linear Systems
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Date
1998-10-15
Authors
Stewart, G. W.
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Abstract
Lanczos's major contributions to the numerical solution of linear
equations are contained in two papers: ``An Iteration Method for the
Solution of the Eigenvalue Problem of Linear Differential and
Integral Operators'' and ``Solutions of Linear Equations by Minimized
Iterations,'' the second of which contains the method of conjugate
gradients. In this note we retrace Lanczos's journey from Krylov
sequences to conjugate gradients.
(Also cross-referenced as UMIACS-TR-91-47)