Numerical Equivalences among Krylov Subspace Algorithms for Skew-Symmetric Matrices

DOI10.1137/15M1030078zbMath1347.65062OpenAlexW2513905654MaRDI QIDQ2818267

Chen Greif, David Titley-Peloquin, Christopher C. Paige, James M. Varah

Publication date: 7 September 2016

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

Full work available at URL: https://doi.org/10.1137/15m1030078

zbMATH Keywords

algorithmnumerical exampleKrylov subspace methodsGolub-Kahan bidiagonalizationCraig's methodlarge sparse matrixLanczos tridiagonalizationskew-symmetric systems

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)

Related Items

Structured shifts for skew-symmetric matrices, A new implementation of LSMR algorithm for the quaternionic least squares problem, On Non-Hermitian Positive (Semi)Definite Linear Algebraic Systems Arising from Dissipative Hamiltonian DAEs, Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations

Uses Software

• LSQR
• LSMR
• MINRES
• CRAIG

Cites Work

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