Error Estimates and Evaluation of Matrix Functions via the Faber Transform

DOI10.1137/080741744zbMath1204.65041OpenAlexW2017710275MaRDI QIDQ3056254

Publication date: 11 November 2010

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e7539457382176482541727f96a329a8f4a6dd13

zbMATH Keywords

polynomial approximation error bound rational approximation Arnoldi process matrix function Faber transform rational Arnoldi process

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Matrix exponential and similar functions of matrices (15A16)

Related Items (85)

Centrality measures for node-weighted networks via line graphs and the matrix exponential ⋮ A study of defect-based error estimates for the Krylov approximation of $\varphi$-functions ⋮ Rational Krylov methods for fractional diffusion problems on graphs ⋮ A framework of the harmonic Arnoldi method for evaluating $\varphi$-functions with applications to exponential integrators ⋮ On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions ⋮ Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions ⋮ Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions ⋮ Decay bounds for Bernstein functions of Hermitian matrices with applications to the fractional graph Laplacian ⋮ On the rational approximation of Markov functions, with applications to the computation of Markov functions of Toeplitz matrices ⋮ New matrix function approximations and quadrature rules based on the Arnoldi process ⋮ The structure of matrices in rational Gauss quadrature ⋮ Rational Krylov for Stieltjes matrix functions: convergence and pole selection ⋮ A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions ⋮ Padé-type approximations to the resolvent of fractional powers of operators ⋮ Acceleration of contour integration techniques by rational Krylov subspace methods ⋮ Low-rank updates and divide-and-conquer methods for quadratic matrix equations ⋮ Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions ⋮ Error Bounds for the Krylov Subspace Methods for Computations of Matrix Exponentials ⋮ On the Singular Values of Matrices with Displacement Structure ⋮ The Short-Term Rational Lanczos Method and Applications ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations ⋮ Sensitivity of Matrix Function Based Network Communicability Measures: Computational Methods and A Priori Bounds ⋮ A rational Arnoldi process with applications ⋮ Analysis of directed networks via the matrix exponential ⋮ Adaptive rational Krylov subspaces for large-scale dynamical systems ⋮ On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems ⋮ Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators ⋮ Inexact rational Krylov Subspace methods for approximating the action of functions of matrices ⋮ Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods ⋮ Constraint Interface Preconditioning for the Incompressible Stokes Equations ⋮ A rational Arnoldi approach for ill-conditioned linear systems ⋮ Recurrence relations for orthogonal rational functions ⋮ Recursion relations for the extended Krylov subspace method ⋮ Block Krylov Subspace Methods for Functions of Matrices II: Modified Block FOM ⋮ Domain truncation, absorbing boundary conditions, Schur complements, and Padé approximation ⋮ An Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole Selection ⋮ Convergence analysis of the extended Krylov subspace method for the Lyapunov equation ⋮ Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions ⋮ On the generation of Krylov subspace bases ⋮ Low-Rank Updates of Matrix Functions ⋮ Analysis of Krylov subspace approximation to large-scale differential Riccati equations ⋮ A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions ⋮ Functions and eigenvectors of partially known matrices with applications to network analysis ⋮ Estimating the error in matrix function approximations ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ Arnoldi Algorithms with Structured Orthogonalization ⋮ Convergence rates for inverse-free rational approximation of matrix functions ⋮ Approximation of functions of large matrices with Kronecker structure ⋮ Enhanced matrix function approximation ⋮ Krylov iterative methods for the geometric mean of two matrices times a vector ⋮ A generalization of the Kreiss matrix theorem ⋮ Matrices, moments, and rational quadrature ⋮ Decay properties for functions of matrices over $C^\ast$-algebras ⋮ Properties and examples of Faber-Walsh polynomials ⋮ Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function ⋮ Double-shift-invert Arnoldi method for computing the matrix exponential ⋮ Balanced truncation model order reduction in limited time intervals for large systems ⋮ Extended and rational Hessenberg methods for the evaluation of matrix functions ⋮ Resolvent Krylov subspace approximation to operator functions ⋮ Preconditioning linear systems via matrix function evaluation ⋮ Solution of time-convolutionary Maxwell's equations using parameter-dependent Krylov subspace reduction ⋮ Orthogonal expansion of network functions ⋮ Some uses of the field of values in numerical analysis ⋮ Krylov subspace methods for functions of fractional differential operators ⋮ Inexact rational Krylov method for evolution equations ⋮ ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations ⋮ Compressing Large-Scale Wave Propagation Models via Phase-Preconditioned Rational Krylov Subspaces ⋮ Functions of rational Krylov space matrices and their decay properties ⋮ Computable upper error bounds for Krylov approximations to matrix exponentials and associated $\varphi$-functions ⋮ Analysis of Probing Techniques for Sparse Approximation and Trace Estimation of Decaying Matrix Functions ⋮ Preconditioning the Helmholtz equation with the shifted Laplacian and Faber polynomials ⋮ A new investigation of the extended Krylov subspace method for matrix function evaluations ⋮ Communication in complex networks ⋮ The extended Krylov subspace method and orthogonal Laurent polynomials ⋮ Bounds on the Singular Values of Matrices with Displacement Structure ⋮ Numerical Range for the Matrix Exponential Function ⋮ Shift-invert rational Krylov method for an operator $\phi $-function of an unbounded linear operator ⋮ The structured distance to normality of banded Toeplitz matrices ⋮ Low-Rank Updates of Matrix Functions II: Rational Krylov Methods ⋮ Spectral Sets: Numerical Range and Beyond ⋮ Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection ⋮ Bounding matrix functionals via partial global block Lanczos decomposition ⋮ Generalized Rational Krylov Decompositions with an Application to Rational Approximation ⋮ Automatic Smoothness Detection of the Resolvent Krylov Subspace Method for the Approximation of $C_0$-Semigroups

Uses Software

This page was built for publication: Error Estimates and Evaluation of Matrix Functions via the Faber Transform