76 research outputs found
Fast Recovery and Approximation of Hidden Cauchy Structure
We derive an algorithm of optimal complexity which determines whether a given
matrix is a Cauchy matrix, and which exactly recovers the Cauchy points
defining a Cauchy matrix from the matrix entries. Moreover, we study how to
approximate a given matrix by a Cauchy matrix with a particular focus on the
recovery of Cauchy points from noisy data. We derive an approximation algorithm
of optimal complexity for this task, and prove approximation bounds. Numerical
examples illustrate our theoretical results
When is the adjoint of a matrix a low degree rational function in the matrix?
We show that the adjoint of a matrix A with respect to a given inner product is a rational function in A, if and only if A is normal with respect to the inner product. We consider such matrices and analyze the McMillan degrees of the rational functions r such that . We introduce the McMillan degree of A as the smallest among these degrees, characterize this degree in terms of the number and distribution of the eigenvalues of A, and compare the McMillan degree with the normal degree of A, which is defined as the smallest degree of a polynomial p for which . We show that unless the eigenvalues of A lie on a single circle in the complex plane, the ratio of the normal degree and the McMillan degree of A is bounded by a small constant that depends neither on the number nor on the distribution of the eigenvalues of A. Our analysis is motivated by applications in the area of short recurrence Krylov subspace methods
Computable convergence bounds for GMRES
The purpose of this paper is to derive new computable convergence bounds for GMRES. The new bounds depend on the initial guess and are thus conceptually different from standard "worst-case" bounds. Most importantly, approximations to the new bounds can be computed from information generated during the run of a certain GMRES implementation. The approximations allow predictions of how the algorithm will perform. Heuristics for such predictions are given. Numerical experiments illustrate the behavior of the new bounds as well as the use of the heuristics
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