On the solution of skew-symmetric shifted linear systems

被引:0
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作者
Politi, T.
Pugliese, A.
机构
[1] Politecn Bari, Dipartimento Matemat, I-70126 Bari, Italy
[2] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
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中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
In this paper we consider the problem of solving a sequence of linear systems with coefficient matrix A(alpha) = I + alpha A (or A(alpha) = alpha I + A), where a is a real paramater and A is skew-symmetric matrix. We propose to solve this problem exploiting the structure of the Schur decomposition of the skew-symmetric matrix and computing the Singular Value Decomposition of a bidiagonal matrix of halved size.
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页码:732 / 739
页数:8
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