A shifted complex global Lanczos method and the quasi-minimal residual variant for the Stein-conjugate matrix equationX+AX¯B=C
| Autor: | Sheng-Kun Li, Ting-Zhu Huang |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Applied Mathematics
MathematicsofComputing_NUMERICALANALYSIS Structure (category theory) 010103 numerical & computational mathematics System of linear equations Residual 01 natural sciences 010101 applied mathematics Computational Mathematics Lanczos resampling Factorization ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Convergence (routing) Applied mathematics Lanczos process 0101 mathematics Conjugate transpose Mathematics |
| Zdroj: | Journal of Computational and Applied Mathematics. 357:1-11 |
| ISSN: | 0377-0427 |
| DOI: | 10.1016/j.cam.2019.02.009 |
| Popis: | In this paper, based on a complex global Lanczos process, a shifted complex global Lanczos method is proposed to solve the Stein-conjugate matrix equation X + A X ¯ B = C . The new method adopts the shifted technique and is implemented by the original coefficient matrices. The direct version of the proposed method is derived by exploiting the special structure of the L U factorization. Moreover, the quasi-minimal residual variant is developed to stabilize the convergence behavior. Finally, some numerical examples are given to illustrate the effectiveness with comparison to some existing methods. |
| Databáze: | OpenAIRE |
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