The Arnoldi Process and GMRES for Nearly Symmetric Matrices
Bernhard Beckermann, Lothar Reichel
Abstract
Bernhard Beckermann, Lothar Reichel
Abstract
Matrices with a skew-symmetric part of low rank arise in many applications, including path following methods and integral equations. This paper explores the properties of the Arnoldi process when applied to such a matrix. We show that an orthogonal Krylov subspace basis can be generated with short recursion formulas and that the Hessenberg matrix generated by the Arnoldi process has a structure, which makes it possible to derive a progressive GMRES method. Eigenvalue computation is also considered.
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Matrices with a skew-symmetric part of low rank arise in many applications, including path following methods and integral equations. This paper explores the properties of the Arnoldi process when applied to such a matrix. We show that an orthogonal Krylov subspace basis can be generated with short recursion formulas and that the Hessenberg matrix generated by the Arnoldi process has a structure, which makes it possible to derive a progressive GMRES method. Eigenvalue computation is also considered.
Key concepts: Generalized minimal residual method, Krylov subspace, Arnoldi iteration, Mathematics, Recursion (computer science), Eigenvalues and eigenvectors, Applied mathematics, Orthogonalization