Short-term Recurrence Krylov Subspace Methods for Nearly Hermitian Matrices
| dc.citation.firstpage | 480 | en_US |
| dc.citation.issueNumber | 2 | en_US |
| dc.citation.journalTitle | SIAM J. on Matrix Analysis and Applications | en_US |
| dc.citation.lastpage | 500 | en_US |
| dc.citation.volumeNumber | 33 | en_US |
| dc.contributor.author | Embree, Mark | en_US |
| dc.contributor.author | Sifuentes, Josef A. | en_US |
| dc.contributor.author | Soodhalter, Kirk M. | en_US |
| dc.contributor.author | Szyld, Daniel B. | en_US |
| dc.contributor.author | Xue, Fei | en_US |
| dc.date.accessioned | 2013-07-11T15:02:14Z | en_US |
| dc.date.available | 2013-07-11T15:02:14Z | en_US |
| dc.date.issued | 2012 | en_US |
| dc.description.abstract | The progressive GMRES algorithm, introduced by Beckermann and Reichel in 2008, is a residual-minimizing short-recurrence Krylov subspace method for solving a linear system in which the coefficient matrix has a low-rank skew-Hermitian part. We analyze this algorithm, observing a critical instability that makes the method unsuitable for some problems. To work around this issue we introduce a different short-term recurrence method based on Krylov subspaces for such matrices, which can be used as either a solver or a preconditioner. Numerical experiments compare this method to alternative algorithms. | en_US |
| dc.embargo.terms | none | en_US |
| dc.identifier.citation | Embree, Mark, Sifuentes, Josef A., Soodhalter, Kirk M., et al.. "Short-term Recurrence Krylov Subspace Methods for Nearly Hermitian Matrices." <i>SIAM J. on Matrix Analysis and Applications,</i> 33, no. 2 (2012) Society for Industrial and Applied Mathematics: 480-500. http://dx.doi.org/10.1137/110851006. | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1137/110851006 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1911/71531 | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Society for Industrial and Applied Mathematics | en_US |
| dc.rights | Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. | en_US |
| dc.subject.keyword | GMRES | en_US |
| dc.subject.keyword | MINRES | en_US |
| dc.subject.keyword | nearly Hermitian matrices | en_US |
| dc.subject.keyword | low-rank modifications | en_US |
| dc.title | Short-term Recurrence Krylov Subspace Methods for Nearly Hermitian Matrices | en_US |
| dc.type | Journal article | en_US |
| dc.type.dcmi | Text | en_US |
| dc.type.publication | publisher version | en_US |