Numerical Equivalences among Krylov Subspace Algorithms for Skew-Symmetric Matrices

DOI10.1137/15M1030078zbMath1347.65062OpenAlexW2513905654MaRDI QIDQ2818267

Chen Greif, David Titley-Peloquin, Christopher C. Paige, James M. Varah

Publication date: 7 September 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1030078

zbMATH Keywords

algorithmnumerical exampleKrylov subspace methodsGolub-Kahan bidiagonalizationCraig's methodlarge sparse matrixLanczos tridiagonalizationskew-symmetric systems

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)

Related Items (4)

Structured shifts for skew-symmetric matrices ⋮ A new implementation of LSMR algorithm for the quaternionic least squares problem ⋮ On Non-Hermitian Positive (Semi)Definite Linear Algebraic Systems Arising from Dissipative Hamiltonian DAEs ⋮ Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations

Uses Software

• LSQR
• LSMR
• MINRES
• CRAIG

Cites Work

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• Residual smoothing and peak/plateau behavior in Krylov subspace methods
• Skew-symmetric methods for nonsymmetric linear systems with multiple right-hand sides
• Algorithm for solving shifted skew-symmetric linear system
• An Implicitly Restarted Symplectic Lanczos Method for the Symplectic Eigenvalue Problem
• An Augmented Stability Result for the Lanczos Hermitian Matrix Tridiagonalization Process
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• A Useful Form of Unitary Matrix Obtained from Any Sequence of Unit 2-Norm n-Vectors
• Iterative Solution of Skew-Symmetric Linear Systems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Solution of Sparse Indefinite Systems of Linear Equations
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• The principle of minimized iterations in the solution of the matrix eigenvalue problem
• Methods of conjugate gradients for solving linear systems
• The N‐Step Iteration Procedures

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