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

Algorithm 8.

Block Lanczos (Ruhe’s variant).

(1) Choose initial orthonormal vectors and set

(2) For

(3)  

(4)  Compute

(5)  If

(6)   For

(7)    

(8)    

(9)   end

(10)  else

(11)   For

(12)    

(13)    

(14)   end

(15)  end

(16)  For

(17)   

(18)   If

(19)    

(20)   end

(21)   

(22)  end

(23)  If

(24)   

(25)   

(26)   

(27)   end

(28) end

(29) For

(30)  

(31)  

(32)  For

(33)   

(34)   

(35)  end

(36)  For

(37)   

(38)   if

(39)    

(40)   end

(41)  end

(42) end