A Simpler GMRES Method for Oscillatory Integrals with Irregular Oscillations

Qinghua Wu and Meiying Xiang

Advances in Mathematical Physics, 2015, vol. 2015, 1-7

Abstract:

A simpler GMRES method for computing oscillatory integral is presented. Theoretical analysis shows that this method is mathematically equivalent to the GMRES method proposed by Olver (2009). Moreover, the simpler GMRES does not require upper Hessenberg matrix factorization, which leads to much simpler program and requires less work. Numerical experiments are conducted to illustrate the performance of the new method and show that in some cases the simpler GMRES method could achieve higher accuracy than GMRES.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlamp:103074

DOI: 10.1155/2015/103074

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