A Krylov Subspace Method for Quadratic Matrix Polynomials with Application to Constrained Least Squares Problems

DOI10.1137/S0895479802409390zbMath1050.65038OpenAlexW1966823699MaRDI QIDQ4443835

Publication date: 19 January 2004

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

Full work available at URL: https://doi.org/10.1137/s0895479802409390

zbMATH Keywords

numerical examples least squares problem Krylov subspace method quadratic eigenvalue problem Arnoldi method quadratic matrix polynomial quadratic constrint

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (21)

Krylov type subspace methods for matrix polynomials ⋮ An iterated shift-and-invert Arnoldi algorithm for quadratic matrix eigenvalue problems ⋮ On the choice of subspace for large-scale Tikhonov regularization problems in general form ⋮ On an integrated Krylov-ADI solver for large-scale Lyapunov equations ⋮ A Golub-Kahan-type reduction method for matrix pairs ⋮ A joint bidiagonalization based iterative algorithm for large scale general-form Tikhonov regularization ⋮ Discrete ill-posed least-squares problems with a solution norm constraint ⋮ A generalized global Arnoldi method for ill-posed matrix equations ⋮ Tikhonov regularization via flexible Arnoldi reduction ⋮ On the convergence of Ritz pairs and refined Ritz vectors for quadratic eigenvalue problems ⋮ Tikhonov regularization based on generalized Krylov subspace methods ⋮ Efficient determination of the hyperparameter in regularized total least squares problems ⋮ A semiorthogonal generalized Arnoldi method and its variations for quadratic eigenvalue problems ⋮ Restarted generalized Krylov subspace methods for solving large-scale polynomial eigenvalue problems ⋮ Iterative Tikhonov regularization of tensor equations based on the Arnoldi process and some of its generalizations ⋮ A survey on variational characterizations for nonlinear eigenvalue problems ⋮ On a quadratic eigenproblem occurring in regularized total least squares ⋮ Computing Partial Spectra with Least-Squares Rational Filters ⋮ Regularized total least squares based on quadratic eigenvalue problem solvers ⋮ A method for computing a few eigenpairs of large generalized eigenvalue problems ⋮ Multidirectional subspace expansion for one-parameter and multiparameter Tikhonov regularization

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