Spectral Methods for Parameterized Matrix Equations

DOI10.1137/090755965zbMATH Open1228.65063arXiv0904.2040OpenAlexW3101807881MaRDI QIDQ3079765FDOQ3079765

Authors: P. Constantine, David F. Gleich, Gianluca Iaccarino 

Publication date: 2 March 2011

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

Abstract: We apply polynomial approximation methods -- known in the numerical PDEs context as spectral methods -- to approximate the vector-valued function that satisfies a linear system of equations where the matrix and the right hand side depend on a parameter. We derive both an interpolatory pseudospectral method and a residual-minimizing Galerkin method, and we show how each can be interpreted as solving a truncated infinite system of equations; the difference between the two methods lies in where the truncation occurs. Using classical theory, we derive asymptotic error estimates related to the region of analyticity of the solution, and we present a practical residual error estimate. We verify the results with two numerical examples.

Full work available at URL: https://arxiv.org/abs/0904.2040

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zbMATH Keywords

spectral methodsparameterized systemsinterpolatory pseudo-spectral methodpolynomial approximation methodsresidual-minimizing Galerkin methodsystem of parameter dependent linear equations

Mathematics Subject Classification ID

Cited In (22)

• Variants of BICGSTAB for Matrices with Complex Spectrum
• Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
• Spectral simplex method
• Matrix interpretation of the spectral iteration technique (electromagnetic scattering)
• Interpolation of inverse operators for preconditioning parameter-dependent equations
• Spectral methods with sparse matrices
• Generalised polynomial chaos for a class of linear conservation laws
• Parameter identification by mixed spectral-pseudospectral approximations
• Robust analysis of cavitating flows in the Venturi tube
• Krylov approximation of linear ODEs with polynomial parameterization
• Spectral methods for matrices and tensors
• Spectral methods for the solution of linear descriptor systems using Fourier functions
• Sparse approximate solutions to stochastic Galerkin equations
• Spectral method for solving high order nonlinear boundary value problems via operational matrices
• Decay properties for functions of matrices over \(C^\ast\)-algebras
• Fast Algorithms for Hyperspectral Diffuse Optical Tomography
• Pole expansion for solving a type of parametrized linear systems in electronic structure calculations
• A factorization of the spectral Galerkin system for parameterized matrix equations: derivation and applications
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• Infinite GMRES for parameterized linear systems
• Nonintrusive approximation of parametrized limits of matrix power algorithms -- application to matrix inverses and log-determinants
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Uses Software

• ARPACK
• DAKOTA

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