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Update the pseudocode of the Krylov processes
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amontoison committed Sep 12, 2023
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16 changes: 8 additions & 8 deletions docs/src/processes.md
Original file line number Diff line number Diff line change
Expand Up @@ -75,10 +75,10 @@ where $V_k$ is an orthonormal basis of the Krylov subspace $\mathcal{K}_k (A,b)$
```math
T_k =
\begin{bmatrix}
\alpha_1 & \beta_2 & & \\
\beta_2 & \alpha_2 & \ddots & \\
& \ddots & \ddots & \beta_k \\
& & \beta_k & \alpha_k
\alpha_1 & \bar{\beta}_2 & & \\
\beta_2 & \alpha_2 & \ddots & \\
& \ddots & \ddots & \bar{\beta}_k \\
& & \beta_k & \alpha_k
\end{bmatrix}
, \qquad
T_{k+1,k} =
Expand All @@ -87,7 +87,7 @@ T_{k+1,k} =
\beta_{k+1} e_{k}^T
\end{bmatrix}.
```
Note that $T_{k+1,k}$ is a real tridiagonal matrix even if $A$ is a complex matrix.
Note that depending on how we normalize the vectors that compose $V_k$, $T_{k+1,k}$ can be a real tridiagonal matrix even if $A$ is a complex matrix.

The function [`hermitian_lanczos`](@ref hermitian_lanczos) returns $V_{k+1}$ and $T_{k+1,k}$.

Expand Down Expand Up @@ -190,7 +190,7 @@ After $k$ iterations of the Golub-Kahan bidiagonalization process, the situation
```math
\begin{align*}
A V_k &= U_{k+1} B_k, \\
A^H U_{k+1} &= V_k B_k^H + \alpha_{k+1} v_{k+1} e_{k+1}^T = V_{k+1} L_{k+1}^H, \\
A^H U_{k+1} &= V_k B_k^H + \bar{\alpha}_{k+1} v_{k+1} e_{k+1}^T = V_{k+1} L_{k+1}^H, \\
V_k^H V_k &= U_k^H U_k = I_k,
\end{align*}
```
Expand Down Expand Up @@ -218,7 +218,7 @@ B_k =
\beta_{k+1} e_{k}^T
\end{bmatrix}.
```
Note that $L_k$ is a real bidiagonal matrix even if $A$ is a complex matrix.
Note that depending on how we normalize the vectors that compose $V_k$ and $U_k$, $L_k$ can be a real bidiagonal matrix even if $A$ is a complex matrix.

The function [`golub_kahan`](@ref golub_kahan) returns $V_{k+1}$, $U_{k+1}$ and $L_{k+1}$.

Expand All @@ -240,7 +240,7 @@ After $k$ iterations of the Saunders-Simon-Yip process (also named the orthogona
```math
\begin{align*}
A U_k &= V_k T_k + \beta_{k+1} v_{k+1} e_k^T = V_{k+1} T_{k+1,k}, \\
A^H V_k &= U_k T_k^H + \gamma_{k+1} u_{k+1} e_k^T = U_{k+1} T_{k,k+1}^H, \\
A^H V_k &= U_k T_k^H + \bar{\gamma}_{k+1} u_{k+1} e_k^T = U_{k+1} T_{k,k+1}^H, \\
V_k^H V_k &= U_k^H U_k = I_k,
\end{align*}
```
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