We give a brief description of a non-symmetric Lanczos algorithm that does not require strict bi-orthogonality among the generated vectors. We show how the vectors generated are algebraically related to Reachable Space and Observable Space for a related linear dynamical system. The algorithm described is particularly appropriate for large sparse systems.
Bibliographical noteFunding Information:
* E-mail address: email@example.com. The research reported by this author was supported in part by NSF grant CCR-8813493. * * E-mail address: firstname.lastname@example.org. The research reported by this author was supported in part by ARO grant DAAL03-90-G-0105 and in part by NSF grant DCR-8412314.
- linear systems
- nonsymmetric Lanczos algorithm