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
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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},
publisher = {mathdoc},
volume = {45},
number = {2},
year = {2005},
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 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_2_a13/ LA - ru ID - ZVMMF_2005_45_2_a13 ER -
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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/