On the Solution of Skew-Symmetric Shifted Linear Systems
In this paper we consider the problem of solving a sequence of linear systems with coefficient matrix A α =I + αA (or A α =αI + A), where α is a real paramater and A is skew-symmetric matrix. We propose to solve this problem exploiting the structure of the Schur decomposition of the skew-symmetric matrix and computing the Singular Value Decomposition of a bidiagonal matrix of halved size.
KeywordsLinear System Krylov Subspace Symmetric Linear System Bidiagonal Matrix Complex Symmetric Linear System
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