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2015•Advances in Mathematical PhysicsOpen access

A Simpler GMRES Method for Oscillatory Integrals with Irregular Oscillations

Qinghua Wu, Meiying Xiang

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Abstract

A simpler GMRES method for computing oscillatory integral is presented. Theoretical analysis shows that this method is mathematically equivalent to the GMRES method proposed by Olver (2009). Moreover, the simpler GMRES does not require upper Hessenberg matrix factorization, which leads to much simpler program and requires less work. Numerical experiments are conducted to illustrate the performance of the new method and show that in some cases the simpler GMRES method could achieve higher accuracy than GMRES.

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What this paper is about

A simpler GMRES method for computing oscillatory integral is presented. Theoretical analysis shows that this method is mathematically equivalent to the GMRES method proposed by Olver (2009). Moreover, the simpler GMRES does not require upper Hessenberg matrix factorization, which leads to much simpler program and requires less work. Numerical experiments are conducted to illustrate the performance of the new method and show that in some cases the simpler GMRES method could achieve higher accuracy than GMRES.

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Available abstract

A simpler GMRES method for computing oscillatory integral is presented. Theoretical analysis shows that this method is mathematically equivalent to the GMRES method proposed by Olver (2009). Moreover, the simpler GMRES does not require upper Hessenberg matrix factorization, which leads to much simpler program and requires less work. Numerical experiments are conducted to illustrate the performance of the new method and show that in some cases the simpler GMRES method could achieve higher accuracy than GMRES.

Key concepts: Generalized minimal residual method, Mathematics, Factorization, Applied mathematics, Matrix (chemical analysis), Computer science, Mathematical optimization, Algorithm

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