The solution of parametrized symmetric linear systems

Meerbergen, Karl
(2003) SIAM Journal on Matrix Analysis and Applications — Vol. 24, n° 4, p. 1038-1059 (2003)

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  • Meerbergen, KarlUCLouvain
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Abstract
We compare the Lanczos and MINRES methods for the solution of symmetric linear systems with a linear parameter arising from structural engineering. We show a connection with the Pade-via-Lanczos method. We propose an error estimation for the solution infinite precision arithmetic. The use of reorthogonalization is discussed and practical algorithms are given. The theory is illustrated with numerical examples.
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  • KULDepartment of Computer Science

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Meerbergen, K. (2003). The solution of parametrized symmetric linear systems. SIAM Journal on Matrix Analysis and Applications, 24(4), 1038-1059. https://doi.org/10.1137/S0895479800380386 (Original work published 2003)