The Arnoldi method in the light of Homotopic Deviation theory

نویسنده

  • Françoise Chaitin-Chatelin
چکیده

This paper aims at providing an algorithmic understanding of the “convergence” of Krylov-type methods which relies on asymptotic properties at 0 and ∞. The classical normwise (or analytic) perturbation approach correponds to the limit towards 0. We complement this analysis by the structural perturbation approach provided by the limit to ∞ in the Homotopic Deviation theory. We easily get back the classical results when the homotopy parameter h tends to 0. But we get new results by letting |h| → ∞, leading to new insights on long standing algorithmic issues.

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تاریخ انتشار 2003