Using the Frechet derivative to improve Arnoldi's method
General Material Designation
[Thesis]
First Statement of Responsibility
H.-A. Sun
Subsequent Statement of Responsibility
M. Saleem
.PUBLICATION, DISTRIBUTION, ETC
Name of Publisher, Distributor, etc.
San Jose State University
Date of Publication, Distribution, etc.
1999
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
67
DISSERTATION (THESIS) NOTE
Dissertation or thesis details and type of degree
M.S.
Body granting the degree
San Jose State University
Text preceding or following the note
1999
SUMMARY OR ABSTRACT
Text of Note
One recently developed Krylov method for solving linear systems is Arnoldi's method. Arnoldi's method is an orthogonal projection method onto a Krylov subspace Km for general non-Hermitian matrices (16). In this thesis, the method is applied to ill-conditioned and non-symmetric matrices. The results in this thesis suggest that the choice of the initial guess plays an important role in deciding how Arnoldi's method will converge or when Arnoldi's method will converge by using the Frechet derivative. In this thesis, the Frechet derivative is a tool to find the best possible initial guess of linear systems of equations for Arnoldi's method. Also, the thesis compares convergence with 3 different algorithms including Arnoldi's method, Arnoldi's method improved by the Frechet derivative, and Matlab's "backslash" method.