On an Economic Arnoldi Method for BML Matrices
Type de document :
Article dans une revue scientifique: Article original
DOI :
URL permanente :
Titre :
On an Economic Arnoldi Method for BML Matrices
Auteur(s) :
Beckermann, Bernhard [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Mertens, Clara [Auteur]
Department of Computer Science - K.U.Leuven
Vandebril, Raf [Auteur]
Department of Computer Science - K.U.Leuven
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Mertens, Clara [Auteur]
Department of Computer Science - K.U.Leuven
Vandebril, Raf [Auteur]
Department of Computer Science - K.U.Leuven
Titre de la revue :
SIAM Journal on Matrix Analysis and Applications
Pagination :
737-768
Éditeur :
Society for Industrial and Applied Mathematics
Date de publication :
2018-01
ISSN :
0895-4798
Mot(s)-clé(s) en anglais :
Krylov subspace methods
Arnoldi method
semiseparable matrices
Arnoldi method
semiseparable matrices
Discipline(s) HAL :
Mathématiques [math]/Analyse numérique [math.NA]
Mathématiques [math]/Analyse classique [math.CA]
Mathématiques [math]/Analyse classique [math.CA]
Résumé en anglais : [en]
Matrices whose adjoint is a low rank perturbation of a rational function of the matrix naturally arise when trying to extend the well known Faber-Manteuffel theorem, which provides necessary and sufficient conditions for ...
Lire la suite >Matrices whose adjoint is a low rank perturbation of a rational function of the matrix naturally arise when trying to extend the well known Faber-Manteuffel theorem, which provides necessary and sufficient conditions for the existence of a short Arnoldi recurrence. We show that an orthonormal Krylov basis for this class of matrices can be generated by a short recurrence relation based on GMRES residual vectors. These residual vectors are computed by means of an updating formula. Furthermore, the underlying Hessenberg matrix has an accompanying low rank structure, which we will investigate closely.Lire moins >
Lire la suite >Matrices whose adjoint is a low rank perturbation of a rational function of the matrix naturally arise when trying to extend the well known Faber-Manteuffel theorem, which provides necessary and sufficient conditions for the existence of a short Arnoldi recurrence. We show that an orthonormal Krylov basis for this class of matrices can be generated by a short recurrence relation based on GMRES residual vectors. These residual vectors are computed by means of an updating formula. Furthermore, the underlying Hessenberg matrix has an accompanying low rank structure, which we will investigate closely.Lire moins >
Langue :
Anglais
Comité de lecture :
Oui
Audience :
Internationale
Vulgarisation :
Non
Collections :
Source :
Date de dépôt :
2025-01-24T17:51:55Z
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