Mixed forward-backward stability of the two-level orthogonal Arnoldi method for quadratic problems

DOI10.1016/J.LAA.2018.04.020MaRDI QIDQ1641996zbMATH OpenOpenAlexFDO

Authors Karl Meerbergen, Javier Pérez

Publication date 20 June 2018

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

Full work available at URL https://arxiv.org/abs/1707.00930, https://lirias.kuleuven.be/handle/123456789/624290

zbMATH Keywords

numerical stabilityKrylov subspaceArnoldi algorithmsecond-order Arnoldi algorithmsecond-order Krylov subspacetwo-level orthogonal Arnoldi algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: We revisit the numerical stability of the two-level orthogonal Arnoldi (TOAR) method for computing an orthonormal basis of a second--order Krylov subspace associated with two given matrices. We show that the computed basis is close (on certain subspace metric sense) to a basis for a second-order Krylov subspace associated with nearby coefficient matrices, provided that the norms of the given matrices are not too large or too small. Thus, the results in this work provide for the first time conditions that guarantee the numerical stability of the TOAR method in computing orthonormal bases of second-order Krylov subspaces. We also study scaling the quadratic problem for improving the numerical stability of the TOAR procedure when the norms of the matrices are too large or too small. We show that in many cases the TOAR procedure applied to scaled matrices is numerically stable when the scaling introduced by Fan, Lin and Van Dooren is used.

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Cited in

(3)

• Krylov type methods for linear systems exploiting properties of the quadratic numerical range
• Implicitly restarted two-level orthogonal Arnoldi algorithms
• Stability analysis of the two-level orthogonal Arnoldi procedure

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Uses Software

• quadeig
• mctoolbox

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