A single LU~factorization approach to model reduction for linear system families with a quadratic matrix pencil

Mikhail A. Botchev; Leonid Knizhnerman; Nikolai L. Zamarashkin; Dmitry A. Zheltkov

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arXiv · 2610.14902

A single LU~factorization approach to model reduction for linear system families with a quadratic matrix pencil

Mikhail A. Botchev·Leonid Knizhnerman·Nikolai L. Zamarashkin·Dmitry A. Zheltkov

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Abstract

To solve a family of large linear systems where the system matrix depends on the family parameter quadratically, we propose a new solution approach. Our method employs the derivatives of solutions with respect to the parameter. It turns out that the accumulated solution derivatives of increasing order, evaluated at a single specially chosen parameter value, provide successively better approximations to solution subspaces for the whole linear system family. We show that the derivatives can be computed by a recurrence, involving, at each step, solving a linear system with the same matrix. Constructing an orthonormal basis for the subspace spanned by the derivatives then leads to an efficient solver where just a single (sparse) LU factorization (or a single preconditioner setup in an iterative scheme) suffices to solve the whole linear system family. We call the new method ODB (orthonormal derivative basis method). As shown in numerical tests, compared to conventional solution methods, the ODB method allows to drastically reduce computational costs.

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BibTeX RIS

Mikhail A. Botchev, Leonid Knizhnerman, Nikolai L. Zamarashkin, Dmitry A. Zheltkov. 2026-10-10. A single LU~factorization approach to model reduction for linear system families with a quadratic matrix pencil. https://arxiv.org/abs/2610.14902

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