Journal of Prime Research in Mathematics
Vol. 1 (2012), Issue 1, pp. 61 – 75
ISSN: 1817-3462 (Online) 1818-5495 (Print)
ISSN: 1817-3462 (Online) 1818-5495 (Print)
New recurrence relationships between orthogonal polynomials which lead to new lanczos-type algorithms
Muhammad Farooq
Department of Mathematics, University of Peshawar, Peshawar, Pakistan.
Abdellah Salhi
Department of Mathematical Sciences, University of Essex, Wivenhoe Park, Colchester, United Kingdom.
\(^{1}\)Corresponding Author: mf arooq@upesh.edu.pk
Copyright © 2012 Muhammad Farooq, Abdellah Salhi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Published: December, 2012.
Abstract
Lanczos methods for solving \(Ax = b\) consist in constructing a sequence of vectors \((x_k)\), \(k = 1, …\) such that \(r_k = b − Ax_k = P_k(A)r_0\), where \(P_k\) 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 \(P^(1)_k\) be the regular monic polynomial of degree k belonging to the family of formal orthogonal polynomials (FOP) with respect to \(c^(1)\) 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 \(P_k\) and one for \(P^{(1)}_k\). 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.
Keywords:
Lanczos algorithm, formal orthogonal polynomials, linear system, monic polynomials.