Approximate inversion of matrices in the process of solving a hypersingular integral equation
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 2, pp. 315-326 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A method is proposed for approximate inversion of large matrices represented as sums of tensor products of smaller matrices. The method incorporates a modification, found by the authors, of the Newton–Hotelling–Schulz algorithm and uses a number of recently developed techniques for data compression and data structuring based on nonlinear approximations, such as tensor-product, low-rank, or wavelet approximations. The efficiency of the method is demonstrated with the help of matrices arising in the numerical solution of a hypersingular integral equation (namely, the Prandtl equation) on a square.
@article{ZVMMF_2005_45_2_a13,
     author = {I. V. Oseledets and E. E. Tyrtyshnikov},
     title = {Approximate inversion of matrices in the process of solving a~hypersingular integral equation},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {315--326},
     year = {2005},
     volume = {45},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a13/}
}
TY  - JOUR
AU  - I. V. Oseledets
AU  - E. E. Tyrtyshnikov
TI  - Approximate inversion of matrices in the process of solving a hypersingular integral equation
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2005
SP  - 315
EP  - 326
VL  - 45
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a13/
LA  - ru
ID  - ZVMMF_2005_45_2_a13
ER  - 
%0 Journal Article
%A I. V. Oseledets
%A E. E. Tyrtyshnikov
%T Approximate inversion of matrices in the process of solving a hypersingular integral equation
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2005
%P 315-326
%V 45
%N 2
%U http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a13/
%G ru
%F ZVMMF_2005_45_2_a13
I. V. Oseledets; E. E. Tyrtyshnikov. Approximate inversion of matrices in the process of solving a hypersingular integral equation. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 2, pp. 315-326. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a13/

[1] Faddeev D. K., Faddeeva V. N., Vychislitelnye metody lineinoi algebry, Fizmatgiz, M.–L., 1963 | MR | Zbl

[2] Hotelling H., “Analysis of a complex of statistical variables into principal components. I; II”, J. Education. Psych., 24 (1933), 417–441 ; 498–520 | DOI | Zbl | Zbl

[3] Schulz G., “Iterative Berechnung der reziproken Matrix”, Z. angew. Math. und Mech., 13:1 (1933), 57–59 | DOI | Zbl

[4] Belotserkovskii S. M., Lifanov I. K., Chislennye metody v singulyarnykh integralnykh uravneniyakh, Nauka, M., 1985 | MR | Zbl

[5] Lifanov I. K., Tyrtyshnikov E. E., “Teplitsevy matritsy i singulyarnye integralnye uravneniya”, Vychisl. protsessy i sistemy, 7, Nauka, M., 1990, 94–278 | MR

[6] Voevodin V. V., Tyrtyshnikov E. E., Vychislitelnye protsessy s tëplitsevymi matritsami, Nauka, M., 1987 | MR | Zbl

[7] Lifanov I. K., Poltavskii L. H., “Obobschennye operatory Fure i ikh primenenie k obosnovaniyu nekotorykh chislennykh metodov v aerodinamike”, Matem. sb., 5 (1992), 79–114 | MR

[8] Gohberg I., Heinig G., “Inversion of finite-section Toeplitz matrices consisting of elements of a non-commutative algebra”, Rev. Roum. Math. Pures et Appl., 19 (5) (1974), 623–663 | MR | Zbl

[9] Ford J. M., Tyrtyshnikov E. E., “Combining Kronecker product approximation with discrete wavelet transforms to solve dense, function-related systems”, SIAM J. Sci. Comput., 25:3 (2003), 961–981 | DOI | MR | Zbl

[10] Ford J. M., Oseledets I. V., Tyrtyshnikov E. E., “Matrix approximations and solvers using tensor products and nonstandard wavelet transforms related to irregular grids”, Rus. J. Numer. Analys. and Math. Modelling, 19:2 (2004), 185–204 | DOI | MR | Zbl

[11] Tyrtyshnikov E. E., “Tenzornye approksimatsii matrits, porozhdennykh asimptoticheski gladkimi funktsiyami”, Matem. sb., 194:6 (2003), 147–160 | MR | Zbl

[12] Tyrtyshnikov E. E., “Kronecker-product approximations for some function-related matrices”, Linear Algebra Appl., 379 (2004), 423–437 | DOI | MR | Zbl

[13] Hackbusch W., Khoromskij B. N., Tyrtyshnikov E. E., Hierarchical Kronecker tensor-product approximations, Preprint No 35, Max-Planck-Inst. Math. Naturwiss., Leipzig, 2003 | MR

[14] Tyrtyshnikov E. E., “Metody bystrogo umnozheniya i reshenie uravnenii”, Matrichnye metody i vychisleniya, IVM RAN, M., 1999, 4–41

[15] Tyrtyshnikov E. E., “Mosaic-skeleton approximations”, Calcolo, 33:1–2 (1996), 47–57 | DOI | MR | Zbl

[16] Tyrtyshnikov E. E., “Incomplete cross approximations in the mosaic-skeleton method”, Computing, 64:4 (2000), 367–380 | DOI | MR | Zbl

[17] Goreinov S. A., Zamarashkin H. L., Tyrtyshnikov E. E., “Psevdoskeletnye approksimatsii matrits”, Dokl. RAN, 343:2 (1995), 151–152 | MR | Zbl

[18] Goreinov S. A., Tyrtyshnikov E. E., “The maximal-volume concept in approximation by low-rank Matrices”, Contemporary Math., 208, 2001, 47–51 | MR

[19] Pan V. Y., Rami Y., “Newton's iteration for the inversion of structured matrices”, Structured Matrices: Recent Developments in Theory and Computation, Nova Science Publ, Huntington, New York, 2001, 79–90

[20] Van Loan C. F., Ptisianis N. P., “Approximation with Kronecker products”, NATO Advances Sci. Ser. E Appl. Sci., 232, Kluwer, Dordrecht, 1993, 293–314 | MR | Zbl