A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
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algorithmArnoldi algorithmfinite difference methodheat equationinitial value problemKrylov projection methodKrylov subspace approximationmatrix functionnumerical experimentsrestarted Krylov subspace methodsuperlinear convergence
Geometric theory, characteristics, transformations in context of PDEs (35A30) Heat equation (35K05) Iterative numerical methods for linear systems (65F10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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- Preconditioning linear systems via matrix function evaluation
- Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations
- Extended and rational Hessenberg methods for the evaluation of matrix functions
- A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions
- Absorption kinetics of vacancies by cavities in aluminum: numerical characterization of sink strengths and first-passage statistics through Krylov subspace projection and eigenvalue deflation
- Fast implicit integration factor method for nonlinear space Riesz fractional reaction-diffusion equations
- Exponential time differencing for the tracer equations appearing in primitive equation ocean models
- ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
- Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
- A posteriori error estimates of Krylov subspace approximations to matrix functions
- Block Krylov subspace methods for functions of matrices
- Krylov approximation of linear ODEs with polynomial parameterization
- Residual, restarting, and Richardson iteration for the matrix exponential
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
- Coarse-graining molecular dynamics models using an extended Galerkin projection method
- A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
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- A restarted Lanczos approximation to functions of a symmetric matrix
- A new investigation of the extended Krylov subspace method for matrix function evaluations
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- Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
- On Restart and Error Estimation for Krylov Approximation of w=f(A)v
- A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
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- Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
- Computation of matrix functions with deflated restarting
- The restarted shift-and-invert Krylov method for matrix functions.
- Exponential Time Integrators for Unsteady Advection–Diffusion Problems on Refined Meshes
- Approximation of functions of large matrices with Kronecker structure
- Block Krylov subspace methods for functions of matrices. II: Modified block FOM
- An estimate of approximation of a matrix-valued function by an interpolation polynomial
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- An Effective and Easy-to-Implement Boundary Condition for Molecular Dynamics Simulations
- Residual and restarting in Krylov subspace evaluation of the function
- Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
- Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
- The Radau-Lanczos method for matrix functions
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
- Short-recurrence Krylov subspace methods for the overlap Dirac operator at nonzero chemical potential
- Stochastic algorithms for self-consistent calculations of electronic structures
- Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass
- Limited‐memory polynomial methods for large‐scale matrix functions
- Coarse Grid Corrections in Krylov Subspace Evaluations of the Matrix Exponential
- Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions
- Inexact rational Krylov Subspace methods for approximating the action of functions of matrices
- Krylov Subspace Restarting for Matrix Laplace Transforms
- Massively parallel implementation and approaches to simulate quantum dynamics using Krylov subspace techniques
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- Recursion relations for the extended Krylov subspace method
- A Fast Monte Carlo Algorithm for Evaluating Matrix Functions with Application in Complex Networks
- Polynomial preconditioning for the action of the matrix square root and inverse square root
- Krylov subspace recycling with randomized sketching for matrix functions
- The solution of the large-scale differential Sylvester matrix problems by extended nonsymmetric block Lanczos algorithm
- A low-memory Lanczos method with rational Krylov compression for matrix functions
- Sketched and truncated polynomial Krylov subspace methods: matrix Sylvester equations
- Sketch-and-Restart: Randomized Sketching in Quadrature-Based Restarting for Matrix Functions
- Approximating the leading singular triplets of a large matrix function
- A generalization of the steepest descent method for matrix functions
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options
- Rational approximation to trigonometric operators
- Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
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