New recurrence relationships between orthogonal polynomials which lead to new lanczos-type algorithms

Abstract

Lanczos methods for solving Ax=bAx=b consist in constructing a sequence of vectors (xk)(xk), k=1,…k=1,… such that rk=b−Axk=Pk(A)r0rk=b−Axk=Pk(A)r0, where PkPk is the orthogonal polynomial of degree at most k with respect to the linear functional c defined as c(ξ^i) = (y, A^ir_0)\). Let P(1)kP(1)k be the regular monic polynomial of degree k belonging to the family of formal orthogonal polynomials (FOP) with respect to c(1)c(1) defined as c^(1)(ξ ^{i}) = c^{(ξi+1)}\). All Lanczos-type algorithms are characterized by the choice of one or two recurrence relationships, one for PkPk and one for P(1)kPk(1). We shall study some new recurrence relations involving these two polynomials and their possible combinations to obtain new Lanczos-type algorithms. We will show that some recurrence relations exist, but cannot be used to derive Lanczos-type algorithms, while others do not exist at all.