Stokhos
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Applies Lanczos procedure to a given matrix. More...
#include <Stokhos_Lanczos.hpp>
Static Public Member Functions | |
static void | compute (ordinal_type k, const vectorspace_type &vs, const operator_type &A, const vector_type &u_init, matrix_type &u, Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &nrm_sqrd) |
Compute Lanczos basis. | |
static void | computeNormalized (ordinal_type k, const vectorspace_type &vs, const operator_type &A, const vector_type &u_init, matrix_type &u, Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &nrm_sqrd) |
Compute Lanczos basis. | |
static void | gramSchmidt (ordinal_type k, const vectorspace_type &vs, matrix_type &u, vector_type &u2) |
Gram-Schmidt orthogonalization routine. | |
Applies Lanczos procedure to a given matrix.
Given a matrix , a starting vector , and integer , applies the Lanczos procedure to compute an orthogonal basis for the Krylov subspace
The basis vectors are given by
where $u_{-1} = 0$ and
Here is a diagonal weighting matrix.