Rational Lanczos approximations to the matrix square root and related functions

DOI10.1002/NLA.625zbMath1224.65124OpenAlexW2022635872MaRDI QIDQ3011682

Igor Moret

Publication date: 29 June 2011

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.625

zbMATH Keywords

error estimatesnumerical experimentsLanczos methodmatrix square rootKrylov subspace methodfunction of matricesapproximation by rational function

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (12)

Efficient approximation of functions of some large matrices by partial fraction expansions ⋮ Fast random field generation with \(H\)-matrices ⋮ Null space correction and adaptive model order reduction in multi-frequency Maxwell's problem ⋮ Adaptive model order reduction for the Jacobian calculation in inverse multi-frequency problem for Maxwell's equations ⋮ On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions ⋮ Efficient implementation of rational approximations to fractional differential operators ⋮ A rational Arnoldi approach for ill-conditioned linear systems ⋮ Rational Krylov methods for functions of matrices with applications to fractional partial differential equations ⋮ On stochasticity preserving methods for the computation of the matrix \(p\)th root ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ Krylov subspace methods for functions of fractional differential operators ⋮ Bilinear Lanczos components for fast dimensionality reduction and feature extraction

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The quality of approximations to a well-isolated eigenvalue, and the arrangement of Ritz numbers in a simple Lanczos process
• RD-rational approximations of the matrix exponential
• Numerical approximation of the product of the square root of a matrix with a vector
• On the construction of restricted-denominator exponential W-methods
• Superlinear Convergence of Conjugate Gradients
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• On RD-rational Krylov approximations to the core-functions of exponential integrators
• Acceleration Techniques for Approximating the Matrix Exponential Operator
• Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
• Preconditioning Lanczos Approximations to the Matrix Exponential
• Two polynomial methods of calculating functions of symmetric matrices
• On solving indefinite symmetric linear systems by means of the Lanczos method

This page was built for publication: Rational Lanczos approximations to the matrix square root and related functions