Breakdowns in the implementation of the Lánczos method for solving linear systems

Abstract

The Lánczos method for solving systems of linear equations is based on formal orthogonal polynomials. Its implementation is realized via some recurrence relationships between polynomials of a family of orthogonal polynomials or between those of two adjacent families of orthogonal polynomials. A division by zero can occur in such recurrence relations, thus causing a breakdown in the algorithm which has to be stopped. In this paper, two types of breakdowns are discussed. The true breakdowns which are due to the nonexistence of some polynomials and the ghost breakdowns which are due to the recurrence relationship used. Among all the recurrence relationships which can be used and all the algorithms for implementing the Lánczos method which came out from them, the only reliable algorithm is Lánczos/Orthodir which can only suffer from true breakdowns. It is shown how to avoid true breakdowns in this algorithm. Other algorithms are also discussed and the case of near-breakdown is treated. The same treatment applies to other methods related to Lánczos'.