An iterative solution to non‐symmetric diagonal dominant simultaneous equations

Abstract

The Lanczos method with the Golub and Kahan bidiagonalization algorithm is used to solve non‐symmetric diagonal dominant simultaneous equations. The method is very suitable for sparse matrix and vector computer. The problem with loss of orthogonal property is dealt with by restating the iteration. Numerical examples together with FORTRAN 77 routine are given to illustrate the algorithm. Both scalar and vector CPU times are given for comparison.

Citation

Chan, A.H.C. (1989), "An iterative solution to non‐symmetric diagonal dominant simultaneous equations", Engineering Computations, Vol. 6 No. 2, pp. 169-173. https://doi.org/10.1108/eb023772