Restarted weighted full orthogonalization method for shifted linear systems
Computers & Mathematics with Applications
Extended Krylov subspace for parameter dependent systems
Applied Numerical Mathematics
The Lanczos Method for Parameterized Symmetric Linear Systems with Multiple Right-Hand Sides
SIAM Journal on Matrix Analysis and Applications
A Contour Integral Method for the Black-Scholes and Heston Equations
SIAM Journal on Scientific Computing
Solution of generalized shifted linear systems with complex symmetric matrices
Journal of Computational Physics
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We compare the Lanczos and MINRES methods for the solution of symmetric linear systems with a linear parameter arising from structural engineering. We show a connection with the Padé-via-Lanczos method. We propose an error estimation for the solution in finite precision arithmetic. The use of reorthogonalization is discussed and practical algorithms are given. The theory is illustrated with numerical examples.