Integrable discretization and its applications

DOI10.1016/S0377-0427(99)00100-4MaRDI QIDQ1807793zbMATH OpenOpenAlexFDO

Authors Norimasa Shibutani

Publication date 13 September 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(99)00100-4

zbMATH Keywords

algorithmseigenvalueEuler methodinverse iterationnumerical examplespower methodRayleigh quotientRunge-Kutta methodssymmetric matrixsystem of linear differential equationsWilkinson's method

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

Exploiting integrable discretization techniques and numerical methods for solving ordinary differential equations, the author develops new algorithms for computing the largest eigenvalue of real symmetric matrices. This is done by formulating the calculation of Rayleigh quotient as a solution of a gradient system and by studying the exact solution of this system. Thereafter, applying Euler and Runge-Kutta methods to an equivalent system of linear differential equations yields new numerical algorithms and recovers the inverse iteration, power and Wilkinson's methods. Comparison of the new algorithm and the Wilkinson's method and numerical examples are discussed.

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Cites work

• scientific article; zbMATH DE number 1064733 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Jacobi algorithm for symmetric eigenvalue problem and integrable gradient system of Lax form
• On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift

Cited in

(10)

• On an integrable discretization of the Rayleigh quotient gradient system and the power method with a shift
• The problem of integrable discretization: Hamiltonian approach
• Discretizations, integrable systems and computation
• Discrete integrable systems generated by Hermite-Padé approximants
• scientific article; zbMATH DE number 5376507 (Why is no real title available?)
• Integrable discretizations of the Dym equation
• Approximate diagonalization in differential systems and an effective algorithm for the computation of the spectral matrix
• Discrete integrable equations and special functions
• scientific article; zbMATH DE number 6315426 (Why is no real title available?)
• Integrable ultra-discrete equations and singularity analysis

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