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Complex shift and invert strategies for real matrices

โœ Scribed by Beresford N. Parlett; Youcef Saad


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
898 KB
Volume
88-89
Category
Article
ISSN
0024-3795

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Shift-invert Lanczos method for the symm
โœ Hong-Kui Pang; Hai-Wei Sun ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 128 KB

The Lanczos method with shift-invert technique is exploited to approximate the symmetric positive semidefinite Toeplitz matrix exponential. The complexity is lowered by the Gohberg-Semencul formula and the fast Fourier transform. Application to the numerical solution of an integral equation is studi