Skip to main content

Solution of f(A)x = b with Projection Methods for the Matrix A

  • Conference paper

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 15))

Abstract

In this paper, we expand on an idea for using Krylov subspace information for the matrix A and the vector b. This subspace can be used for the approximate solution of a linear system f (A)x = b, where f is some analytic function. We will make suggestions on how to use this for the case where f is the matrix sign function.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Arnoldi, W. E.: The principle of minimized iteration in the solution of the matrix eigenproblem. Quart. Appl. Math. 9 (1951) 17–29

    MathSciNet  Google Scholar 

  2. Axelsson, O.: Iterative Solution Methods. Cambridge University Press, Cambridge (1994)

    Book  MATH  Google Scholar 

  3. Bai, Z., Demmel, J.: Using the matrix sign function to compute invariant subspaces. SIAM J. Matrix Anal. Applic. 19 (1998) 205–225

    Article  MathSciNet  MATH  Google Scholar 

  4. Barrett, R., Berry, M., Chan, T., Demmel, J., Donato, J., Dongarra, J., Eijkhout, V., Pozo, R., Romine, C., van der Vorst, H.: Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods. SIAM, Philadelphia, PA (1994)

    Book  Google Scholar 

  5. Bruaset, A.M.: A Survey of Preconditioned Iterative Methods. Longman Scientific & and Technical, Harlow, UK (1995)

    Google Scholar 

  6. Fokkema, D.R., Sleijpen, G.L.G., van der Vorst, H.A.: Accelerated inexact Newton schemes for large systems of nonlinear equations. SIAM J. Sci. Corn-put. 19 (1998) 657–674

    Article  MATH  Google Scholar 

  7. Freund, R.W., Golub, G.H., Nachtigal, N.M.: Iterative solution of linear systems. In Acta Numerica 1992. Cambridge University Press, Cambridge (1992)

    Google Scholar 

  8. Gallopoulos, E., Saad, Y.: Efficient solution of parabolic equations by Krylov approximation methods. SIAM J. Sci. Statist. Comput. 13 (1992) 1236–1264

    Article  MathSciNet  MATH  Google Scholar 

  9. Golub, G.H., Van Loan, C.F.: Matrix Computations. The Johns Hopkins University Press, Baltimore (1996)

    MATH  Google Scholar 

  10. Hochbruck, M., Lubich, C.: On Krylov subspace approximations to the matrix exponential operator. SIAM J. Numer. Anal. 34 (1997) 1911–1925

    Article  MathSciNet  MATH  Google Scholar 

  11. Meerbergen, K., Sadkane, M.: Using Krylov approximations to the matrix exponential operator in Davidson’s method. Appl. Numer. Math. 31 (1999) 331–351

    Article  MathSciNet  MATH  Google Scholar 

  12. Neuberger, H.: The Overlap Dirac Operator. in: Frommer, A., Lippert, Th., Medeke, B., Schilling, K. (edts.). Numerical Challenges in Lattice Quantum Chromodynamics. Proceedings of the Interdisciplinary Workshop on Numerical Challenges in Lattice QCD, Wuppertal, August 22–24, 1999. Series Lecture Notes in Computational Science and Engineering (LNCSE). Springer Verlag, Heidelberg (2000)

    Google Scholar 

  13. Roberts, J.: Linear model reduction and solution of the algebraic Riccati equation. Inter. J. Control 32 (1980) 677–687

    Article  MATH  Google Scholar 

  14. Saad, Y.: Iterative Methods for Sparse Linear Systems. PWS Publishing Company, Boston (1996)

    MATH  Google Scholar 

  15. van der Vorst, H.A.: An iterative solution method for solving f(A)x = b, using Krylov subspace information obtained for the symmetric positive definite matrix A. J. Comp. and Appl. Math. 18 (1987) 249–263

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2000 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

van der Vorst, H.A. (2000). Solution of f(A)x = b with Projection Methods for the Matrix A . In: Frommer, A., Lippert, T., Medeke, B., Schilling, K. (eds) Numerical Challenges in Lattice Quantum Chromodynamics. Lecture Notes in Computational Science and Engineering, vol 15. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-58333-9_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-58333-9_2

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-67732-1

  • Online ISBN: 978-3-642-58333-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics