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The solution of parametrized symmetric linear systems

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Meerbergen, Karl [UCL]

We compare the Lanczos and MINRES methods for the solution of symmetric linear systems with a linear parameter arising from structural engineering. We show a connection with the Pade-via-Lanczos method. We propose an error estimation for the solution infinite precision arithmetic. The use of reorthogonalization is discussed and practical algorithms are given. The theory is illustrated with numerical examples.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 2003
Language Anglais
Journal information "SIAM Journal on Matrix Analysis and Applications" - Vol. 24, no. 4, p. 1038-1059 (2003)
Peer reviewed yes
Publisher Siam Publications (Philadelphia)
issn 0895-4798
e-issn 1095-7162
Publication status Publié
Affiliation KUL - Department of Computer Science
Keywords Lanczos method ; MINRES ; linear systems
Links
Bibliographic reference Meerbergen, Karl. The solution of parametrized symmetric linear systems. In: SIAM Journal on Matrix Analysis and Applications, Vol. 24, no. 4, p. 1038-1059 (2003)
Permanent URL http://hdl.handle.net/2078.1/40995