A minimal residual method for linear polynomials in unitary matrices
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 6, pp. 975-982
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
A minimal residual method, called MINRES-N2, that is based on the use of unconventional Krylov subspaces was previously proposed by the authors for solving a system of linear equations $Ax=b$ with a normal coefficient matrix whose spectrum belongs to an algebraic second-degree curve $\Gamma$. However, the computational scheme of this method does not cover matrices of the form $A=\alpha U+\beta I$, where $U$ is an arbitrary unitary matrix; for such matrices, $\Gamma$ is a circle. Systems of this type are repeatedly solved when the eigenvectors of a unitary matrix are calculated by inverse iteration. In this paper, a modification of MINRES-N2 suitable for linear polynomials in unitary matrices is proposed. Numerical results are presented demonstrating the significant superiority of the modified method over GMRES as applied to systems of this class.
[1] Dana M., Zykov A. G., Ikramov Kh. D., “Metod minimalnykh nevyazok dlya spetsialnogo klassa lineinykh sistem s normalnymi matritsami koeffitsientov”, Zh. vychisl. matem. i matem. fiz., 45:11 (2005), 1928–1937 | MR | Zbl
[2] Elsner L., Ikramov Kh. D., “On a condensed form for normal matrices under finite sequences of elementary unitary similarities”, Linear Algebra and Appl., 254 (1997), 79–98 | DOI | MR | Zbl
[3] Greenbaum A., Iterative methods for solving linear systems, SIAM, Philadelphia, 1997 | MR