Short-term Recurrence Krylov Subspace Methods for Nearly Hermitian Matrices

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dc.citation.firstpage480
dc.citation.issueNumber2
dc.citation.journalTitleSIAM J. on Matrix Analysis and Applications
dc.citation.lastpage500
dc.citation.volumeNumber33
dc.contributor.authorEmbree, Mark
dc.contributor.authorSifuentes, Josef A.
dc.contributor.authorSoodhalter, Kirk M.
dc.contributor.authorSzyld, Daniel B.
dc.contributor.authorXue, Fei
dc.date.accessioned2013-07-11T15:02:14Z
dc.date.available2013-07-11T15:02:14Z
dc.date.issued2012
dc.description.abstractThe 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.
dc.embargo.termsnone
dc.identifier.citationEmbree, 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.
dc.identifier.doihttp://dx.doi.org/10.1137/110851006
dc.identifier.urihttps://hdl.handle.net/1911/71531
dc.language.isoeng
dc.publisherSociety for Industrial and Applied Mathematics
dc.rightsArticle 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.
dc.subject.keywordGMRES
dc.subject.keywordMINRES
dc.subject.keywordnearly Hermitian matrices
dc.subject.keywordlow-rank modifications
dc.titleShort-term Recurrence Krylov Subspace Methods for Nearly Hermitian Matrices
dc.typeJournal article
dc.type.dcmiText
dc.type.publicationpublisher version
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