Indefinite Ruhe’s Variant of the Block Lanczos Method for Solving the Systems of Linear Equations

Algorithm 3.

Indefinite Arnoldi’s process.

(1) Choose a vector such that

(2) Define

(3) For Do:

(4)  For Do:

(5)   Compute and

(6)   Compute

(7)   If then stop

(8)   

(9)   

(10)   

(11)  EndDo

(12) EndDo