Estimation of uT f(A )v for large-scale unsymmetric matrices

Hongbin Guo, Rosemary Renaut

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

Fast algorithms, based on the unsymmetric look-ahead Lanczos and the Arnoldi process, are developed for the estimation of the functional φ(f) = uTf(A)v for fixed u,v and A, where A ∈ Rn×n is a large-scale unsymmetric matrix. Numerical results are presented which validate the comparable accuracy of both approaches. Although the Arnoldi process reaches convergence more quickly in some cases, it has greater memory requirements, and may not be suitable for especially large applications.

Original languageEnglish (US)
Pages (from-to)75-89
Number of pages15
JournalNumerical Linear Algebra with Applications
Volume11
Issue number1
DOIs
StatePublished - Feb 2004

Fingerprint

Arnoldi Process
Data storage equipment
Lanczos
Look-ahead
Fast Algorithm
Numerical Results
Requirements

Keywords

  • Arnoldi
  • Large-scale unsymmetric matrix
  • Look-ahead Lanczos
  • Matrix function

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Applied Mathematics

Cite this

Estimation of uT f(A )v for large-scale unsymmetric matrices. / Guo, Hongbin; Renaut, Rosemary.

In: Numerical Linear Algebra with Applications, Vol. 11, No. 1, 02.2004, p. 75-89.

Research output: Contribution to journalArticle

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