A generalized isometric Arnoldi algorithm

DOI10.1016/J.LAA.2006.12.021MaRDI QIDQ880025zbMATH OpenOpenAlexFDO

Authors Michael Stewart

Publication date 10 May 2007

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.12.021

zbMATH Keywords

fast algorithmsGram-Schmidt processHilbert spaceisometric Arnoldi algorithmKrylov-like sequencesnumerical experimentsorthogonalizationQR factorizationSchur algorithmstructured matrices

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Orthogonalization in numerical linear algebra (65F25) Numerical solutions to equations with linear operators (65J10)

Review text

Suppose \(A\) is an isometry on a Hilbert space. The author shows that the isometric Arnoldi algorithm yields a sequence of matrices \(M_{j}\) and can be interpreted as a structured form of a modified Gram-Schmidt process. The algorithm is described in terms of projections and inner products. Numerical experiments suggest that compared to a generalized Schur algorithm, the new one improves the numerical orthogonality of the sequence. Contents: Introduction; A general form of the isometric Arnoldi algorithm; Krylov-like sequences; Orthogonality relations; The factored algorithm; Computing QR factorization; Preliminary numerical experiments; Additional topics.

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Cites work

• A fast minimal residual algorithm for shifted unitary matrices
• Accuracy and Stability of Numerical Algorithms
• Fast projection methods for minimal design problems in linear system theory
• Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices
• scientific article; zbMATH DE number 3883507 (Why is no real title available?)
• Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle
• The numerical stability of the lattice algorithm for least squares linear prediction problems
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Cited in

(4)

• A generalized unitary Hessenberg matrix
• The Arnoldi process, short recursions, and displacement ranks
• Biorthogonal rational Krylov subspace methods
• Convergence of the Isometric Arnoldi Process

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