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math.NA2019
BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property
Alexis Montoison, Dominique Orban
We introduce an iterative method named BiLQ for solving general square linear systems Ax = b based on the Lanczos biorthogonalization process defined by least-norm subproblems, and…
math.NA2019
Constraint-Preconditioned Krylov Solvers for Regularized Saddle-Point Systems
Daniela di Serafino, Dominique Orban
We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate subspace, Dollar, Gould, Sc…