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Smallest eigenvalues of large Hankel Matrices at critical point: Comparing conjecture with parallelised computation
Chen, Y.; Sikorowski, J.; Zhu, M.
2019-08-01
Source PublicationApplied Mathematics and Computation
ISSN0096-3003
Pages124628-124646
Abstract

We propose a novel parallel numerical algorithm for calculating the smallest eigenvalues of highly ill-conditioned Hankel matrices. It is based on the LDLT decomposition and involves finding a k × k sub-matrix of the inverse of the original N × N Hankel matrix H−1 N . The computation involves extremely high precision arithmetic, message passing interface, and shared memory parallelisation. We demonstrate that this approach achieves good scalability on a high performance computing cluster (HPCC) which constitutes a major improvement of the earlier approaches. We use this method to study a family of Hankel matrices generated by the weight w(x) = e(−x^β).....

KeywordHankel Matrices Smallest Eigenvlues Parallelised Computations.
DOI10.1016/j.amc.2019.124628
Language英語English
The Source to ArticlePB_Publication
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
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GB/T 7714
Chen, Y.,Sikorowski, J.,Zhu, M.. Smallest eigenvalues of large Hankel Matrices at critical point: Comparing conjecture with parallelised computation[J]. Applied Mathematics and Computation, 2019, 124628-124646.
APA Chen, Y.., Sikorowski, J.., & Zhu, M. (2019). Smallest eigenvalues of large Hankel Matrices at critical point: Comparing conjecture with parallelised computation. Applied Mathematics and Computation, 124628-124646.
MLA Chen, Y.,et al."Smallest eigenvalues of large Hankel Matrices at critical point: Comparing conjecture with parallelised computation".Applied Mathematics and Computation (2019):124628-124646.
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