Numerical solution of parameter-dependent linear systems
Guiding Gu, Valeria Simoncini · Numerical Linear Algebra with Applications · 2005
We are interested in the numerical solution of the complex large linear system, (σ2A+σB+C)x=f(σ), for many, possibly a few hundreds, values of the complex parameter σ in a wide range. We assume that A, B and C are large, sparse, symmetric matrices, as is the case in several application problems. In particular, we focus on the following structured right-hand side, f(σ)=FΦ(σ), where F is a (tall) rectangular matrix whose entries are independent of σ. We propose to approximate the solution x=x(σ) by means of a projection onto a single vector subspace, and a subsequent solution of the reduced dimension problem, for all values of interest of the parameter σ. Numerical experiments report the effectiveness of our approach on real application problems. Copyright © 2005 John Wiley & Sons, Ltd.