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

Algorithm 5.

Indefinite block Arnoldi’s process.

(1) Choose vectors such that the indefinite Gram-Schmidt orthogonalization gives result:

(2) Define

(3) For Do:

(4)  Compute , for

(5)  Compute

(6) EndDo

(7) Compute the indefinite Q-R factorization of