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Mathematical Problems in Engineering
/
2015
/
Article
/
Alg 1
/
Research Article
Deflated BiCG with an Application to Model Reduction
Algorithm 1
Deflated Lanczos algorithm.
Define
and
.
Choose initial unit vectors
and
such that
and
. Set
.
for
do
Solve
;
for
;
;
;
;
;
end for