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Description
| - Let $A$ be a nonsingular complex matrix and $b$ and $c$ be complex vectors. We investigates approaches for efficient approximations of the bilinear form $c^*A^{-1}b$. Equivalently, we wish to approximate the scalar value $c^*x$, where $x$ solves the linear system $Ax = b$. Here the matrix $A$ can be very large or its elements can be too costly to compute so that $A$ is not explicitly available and it is used only in the form of the matrix-vector product. Therefore a direct method is not an option. For $A$ Hermitian positive definite, $b^*A^{-1}b$ can be efficiently approximated as a by-product of the conjugate-gradient iterations, which is mathematically equivalent to the matching moment approximations computed via the Gauss–Christoffel quadrature. We propose a new method using the biconjugate gradient iterations which is applicable to the general complex case. The proposed approach is compared with existing ones using analytic arguments and numerical experiments.
- Let $A$ be a nonsingular complex matrix and $b$ and $c$ be complex vectors. We investigates approaches for efficient approximations of the bilinear form $c^*A^{-1}b$. Equivalently, we wish to approximate the scalar value $c^*x$, where $x$ solves the linear system $Ax = b$. Here the matrix $A$ can be very large or its elements can be too costly to compute so that $A$ is not explicitly available and it is used only in the form of the matrix-vector product. Therefore a direct method is not an option. For $A$ Hermitian positive definite, $b^*A^{-1}b$ can be efficiently approximated as a by-product of the conjugate-gradient iterations, which is mathematically equivalent to the matching moment approximations computed via the Gauss–Christoffel quadrature. We propose a new method using the biconjugate gradient iterations which is applicable to the general complex case. The proposed approach is compared with existing ones using analytic arguments and numerical experiments. (en)
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Title
| - On Efficient Numerical Approximation of the Bilinear Form c* A(-1)b
- On Efficient Numerical Approximation of the Bilinear Form c* A(-1)b (en)
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skos:prefLabel
| - On Efficient Numerical Approximation of the Bilinear Form c* A(-1)b
- On Efficient Numerical Approximation of the Bilinear Form c* A(-1)b (en)
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skos:notation
| - RIV/67985807:_____/11:00358802!RIV12-AV0-67985807
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http://linked.open...avai/predkladatel
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(GA201/09/0917), P(IAA100300802), Z(AV0Z10300504), Z(MSM0021620839)
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/67985807:_____/11:00358802
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - bilinear forms; scattering amplitude; method of moments; Krylov subspace methods; conjugate gradient method; biconjugate gradient method; Lanczos algorithm; Arnoldi algorithm; Gauss-Christoffel quadrature; model reduction (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
| - US - Spojené státy americké
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
| - SIAM Journal on Scientific Computing
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
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http://linked.open...ain/vavai/riv/wos
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http://linked.open...n/vavai/riv/zamer
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issn
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number of pages
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http://bibframe.org/vocab/doi
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is http://linked.open...avai/riv/vysledek
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