QMRPACK - A PACKAGE OF QMR ALGORITHMS

Citation
Rw. Freund et Nm. Nachtigal, QMRPACK - A PACKAGE OF QMR ALGORITHMS, ACM transactions on mathematical software, 22(1), 1996, pp. 46-77
Citations number
32
Categorie Soggetti
Computer Sciences",Mathematics
ISSN journal
00983500
Volume
22
Issue
1
Year of publication
1996
Pages
46 - 77
Database
ISI
SICI code
0098-3500(1996)22:1<46:Q-APOQ>2.0.ZU;2-M
Abstract
The quasi-minimal residual (QMR) algorithm is a Krylov-subspace method for the iterative solution of large non-Hermitian linear systems. QMR is based on the look-ahead Lanczos algorithm that, by itself, can als o be used to obtain approximate eigenvalues of large non-Hermitian mat rices. QMRPACK is a software package with Fortran 77 implementations o f the QMR algorithm and variants thereof, and of the three-term and co upled two-term look-ahead Lanczos algorithms. In this article, we disc uss some of the features of the algorithms in the package, with emphas is on the issues related to using the codes. We describe in some detai l two routines from the package, one for the solution of linear system s and the other for the computation of eigenvalue approximations. We p resent some numerical examples from applications where QMRPACK was use d.