A Hermitian Lanczos method for normal matrices

DOI10.1137/S0895479800398468MaRDI QIDQ2784399zbMATH OpenFDO

Authors Marko Huhtanen

Publication date 23 April 2002

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

Full work available at URL https://doi.org/10.1137/S0895479800398468

zbMATH Keywords

algorithmGMRESHermitian Lanczos methodnormal matrixToeplitz decomposition

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

An algorithm is presented for iteratively solving a linear system \(Nx= b\), with a normal matrix \(N\), with an optional 3-term recurrence by extending the Hermitian Lanczos method to normal matrices. To this end the Toeplitz decomposition of \(N\), defined via \(N= H+iK\) with Hermitian \(H\) and \(K\), is employed. The key is to notice that \(N^{-1}\) is generically a polynomial in \(H\). Consequently, the fact that \(N\) and \(H\) commute is employed to extend the Hermitian Lanczos method to normal matrices without losing the optimality or increasing the length of the recurrence. In addition to the basic algorithm, its restarted and rotated implementation, aimed at nongeneric or nearly nongeneric normal matrices, are considered too.

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Cited in

(15)

• Aspects of nonnormality for iterative methods
• Solving systems of linear equations with normal coefficient matrices and the degree of the minimal polyanalytic polynomial
• Lavrentiev-type regularization methods for Hermitian problems
• A minimum residual algorithm for solving linear systems
• A stratification of the set of normal matrices
• A linear space algorithm for computing the hermite normal form
• scientific article; zbMATH DE number 4199466 (Why is no real title available?)
• A method of congruent type for linear systems with conjugate-normal coefficient matrices
• The Arnoldi Method for Normal Matrices
• On an economic Arnoldi method for \(BML\)-matrices
• Orthogonal polyanalytic polynomials and normal matrices
• A method for solving of linear system with normal coefficient matrices
• Normal degree
• SYMMLQ-like procedure for Ax=b where A is a special normal matrix
• On tridiagonal matrices unitarily equivalent to normal matrices

Describes a project that uses

Uses Software

• Matlab

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