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Numerical solution of skew-symmetric linear systems Lau, Tracy
Abstract
We are concerned with iterative solvers for large and sparse skew-symmetric linear systems. First we discuss algorithms for computing incomplete factorizations as a source of preconditioners. This leads to a new Crout variant of Gaussian elimination for skew-symmetric matrices. Details on how to implement the algorithms efficiently are provided. A few numerical results are presented for these preconditioners. We also examine a specialized preconditioned minimum residual solver. An explicit derivation is given, detailing the effects of skew-symmetry on the algorithm.
Item Metadata
| Title |
Numerical solution of skew-symmetric linear systems
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| Creator | |
| Publisher |
University of British Columbia
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| Date Issued |
2009
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| Description |
We are concerned with iterative solvers for large and sparse skew-symmetric linear systems. First we discuss algorithms for computing incomplete factorizations as a source of preconditioners. This leads to a new Crout variant of Gaussian elimination for skew-symmetric matrices. Details on how to implement the algorithms efficiently are provided. A few numerical results are presented for these preconditioners. We also examine a specialized preconditioned minimum residual solver. An explicit derivation is given, detailing the effects of skew-symmetry on the algorithm.
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| Genre | |
| Type | |
| Language |
eng
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| Date Available |
2010-01-04
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
Attribution-NonCommercial-ShareAlike 3.0 Unported
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| DOI |
10.14288/1.0051396
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| URI | |
| Degree | |
| Program | |
| Affiliation | |
| Degree Grantor |
University of British Columbia
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| Graduation Date |
2010-05
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| Campus | |
| Scholarly Level |
Graduate
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| Rights URI | |
| Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-ShareAlike 3.0 Unported