Microcanonical Lanczos method

The Lanczos Method 10 . 3 1 Lanczos Method

8 The Lanczos Method

A multisite microcanonical updating method

We have made a study of several update algorithms using the XY model. We find that sequential local overrelaxation is not ergodic at the scale of typical Monte Carlo simulation time. We have introduced a new multisite microcanonical update method, which yields results compatible with those of random overrelaxation and the microcanonical demon algorithm, which are very much slower, all being inc...

On the squared unsymmetric Lanczos method

The biorthogonal Lanczos and the biconjugate gradient methods have been proposed as iterative methods to approximate the solution of nonsymmetric and indefinite linear systems. Sonneveld (1989) obtained the conjugate gradient squared by squaring the matrix polynomials of the biconjugate gradient method. Here we square the unsymmetric (or biorthogonal) Lanczos method for computing the eigenvalue...

On the Generalized Lanczos Trust-Region Method

The so-called Trust-Region Subproblem gets its name in the trust-region method in optimization and also plays a vital role in various other applications. Several numerical algorithms have been proposed in the literature for solving small-to-medium size dense problems as well as for large scale sparse problems. The Generalized Lanczos Trust-Region (GLTR) method proposed by [Gould, Lucidi, Roma a...