Preconditioning, randomization, solving linear systems, eigen-solving, and root-finding

  • Authors:
  • Victor Y. Pan;Guoliang Qian;Ai-Long Zheng

  • Affiliations:
  • City University of New York, Bronx, NY, USA;City University of New York, New York, NY, USA;City University of New York, New York, NY, USA

  • Venue:
  • Proceedings of the 2009 conference on Symbolic numeric computation
  • Year:
  • 2009

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Abstract

We propose novel randomized preprocessing techniques for solving linear systems of equations and eigen-solving with extensions to the solution of polynomial and secular equations. According to our formal study and extensive experiments, the approach turns out to be effective, particularly in the case of structured input matrices.