|Title:|| A SEMI--ITERATIVE
METHOD FOR SINGULAR LINEAR SYSTEMS WITH ARBITRARY INDEX.
|Authors:|| J-J. Climent, M. Neumann and A. Sidi
|Abstract:||In this paper we develop a semi--iterative method for computing the Drazin-inverse solution of a singular linear system $Ax=b$, where the index of the matrix $A$ may be arbitrary. The method employs a set of polynomials that satisfy certain normalization conditions and minimize some well defined least squares norm. We develop an efficient recursive algorithm for implementing this method that has a fixed length independent of the index of $A$. Following that, we give a complete theory of convergence, in which we provide rates of convergence as well. We conclude with a numerical application to determining an eigenprojection. Our treatment extends the work of Hanke and Hochbruck (1993) that considers the case in which the index of $A$ is unity.|
|Copyright||The above paper is copyright by the Technion, Author(s), or others. Please contact the author(s) for more information|
Remark: Any link to this technical report should be to this page (http://www.cs.technion.ac.il/users/wwwb/cgi-bin/tr-info.cgi/1995/CS/CS0868), rather than to the URL of the PDF files directly. The latter URLs may change without notice.
To the list of the CS technical reports of 1995
To the main CS technical reports page
Computer science department, Technion