Stable solutions of linear systems involving long chain of matrix multiplications

DOI10.1016/J.LAA.2010.06.023MaRDI QIDQ541930zbMATH OpenOpenAlexWikidataFDO

Authors Zhaojun Bai, Ren-Cang Li, Shu-Fang Xu, Che-Rung Lee

Publication date 8 June 2011

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

Full work available at URL https://doi.org/10.1016/j.laa.2010.06.023

zbMATH Keywords

column pivotingcondition numbergraded QR decompositionGreen's functioninteracting electronslong chain of matrix multiplicationsnumerical stabilityquantum Monte Carlo methodsingular value decomposition

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35) Quantum optics (81V80)

Review text

The authors propose two numerical methods for solving linear system \((I_n + B_L \dots B_2 B_1)x=b\) arising from the Green's function calculation in the quantum Monte Carlo simulation of interacting electrons. The methods are based on the QR decomposition with column pivoting and the singular value decomposition, respectively, and provide a weakly backward stable solution.

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Cites work

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Cited in

(3)

• On the stability of some hierarchical rank structured matrix algorithms
• Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method
• Reducing the complexity of finite-temperature auxiliary-field quantum Monte Carlo

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Uses Software

• mctoolbox

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