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Pawel Latawiec
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docs/make.jl

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@@ -22,9 +22,11 @@ makedocs(
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"BiCGStab(l)" => "linear_systems/bicgstabl.md",
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"IDR(s)" => "linear_systems/idrs.md",
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"Restarted GMRES" => "linear_systems/gmres.md",
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"QMR" => "linear_systems/qmr.md"
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"LSMR" => "linear_systems/lsmr.md",
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"LSQR" => "linear_systems/lsqr.md",
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"Stationary methods" => "linear_systems/stationary.md"
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"LAL" => "linear_systems/lal.md"
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],
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"Eigenproblems" => [
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"Power method" => "eigenproblems/power_method.md",

docs/src/linear_systems/lal.md

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# [Look-Ahead Lanczos Bi-Orthogonalization](@id LAL)
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The Look-ahead Lanczos Bi-orthogonalization process is a generalization of the Lanczos
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bi-orthoganilization (as used in, for instance, [QMR](@ref)). The look-ahead process detects
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(near-)singularities during the construction of the Lanczos iterates, known as break-down,
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and skips over them. This is particularly advantageous for linear systems with large
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null-spaces or eigenvalues close to 0.
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We provide an iterator interface for the Lanczos decomposition, following [^Freund1994],
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where the look-ahead Lanczos process is implemented as a two-term coupled recurrence.
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## Usage
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```@docs
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LookAheadLanczosDecomp
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```
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## References
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[^Freund1993]: Freund, R. W., Gutknecht, M. H., & Nachtigal, N. M. (1993). An Implementation
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of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices. SIAM Journal on
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Scientific Computing, 14(1), 137–158. https://doi.org/10.1137/0914009
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[^Freund1994]: Freund, R. W., & Nachtigal, N. M. (1994). An Implementation of the QMR Method
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Based on Coupled Two-Term Recurrences. SIAM Journal on Scientific Computing, 15(2),
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313–337. https://doi.org/10.1137/0915022

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