STRUCTURED SHIFTS FOR SKEW-SYMMETRIC MATRICES

被引:2
|
作者
GREIF, C. H. E. N. [1 ]
机构
[1] Univ British Columbia, Dept Comp Sci, Vancouver, BC V6T 1Z4, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
skew-symmetric matrix; structured shift; Hamiltonian matrix; skew-Hamiltonian matrix; eigenvalue analysis; iterative solution of linear systems; HERMITIAN SPLITTING METHODS; LANCZOS METHOD; EIGENVALUES; ALGORITHM;
D O I
10.1553/etna_vol55s455
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the use of a skew-symmetric block-diagonal matrix as a structured shift. Properties of Hamiltonian and skew-Hamiltonian matrices are used to show that the shift can be effectively used in the iterative solution of skew-symmetric linear systems or nonsymmetric linear systems with a dominant skew-symmetric part. Eigenvalue analysis and some numerical experiments confirm our observations.
引用
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页码:455 / 468
页数:14
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