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

Algorithm 9.

Indefinite block Lanczos.

(1) Choose matrix with -orthonormal columns and set and

(2) For

(3)  

(4) end

(5) For

(6)  

(7)  Compute

(8)  If

(9)   For

(10)    

(11)    

(12)   end

(13)  else

(14)   For

(15)    

(16)    

(17)   end

(18)  end

(19)  For

(20)   

(21)   If

(22)    

(23)   end

(24)   

(25)  end

(26)  If

(27)   

(28)   

(29)   

(30)   

(31)   

(32)  end

(33) end

(34) For

(35)  

(36)  

(37)  For

(38)   

(39)   

(40)  end

(41)  For

(42)   

(43)   if

(44)    

(45)   end

(46)  end

(47) end