Computing function of large matrices by a preconditioned rational Krylov method

DOI10.1007/978-3-030-55874-1_33MaRDI QIDQ5152823zbMATH OpenOpenAlexFDO

Authors Daniele Bertaccini, Fabio Durastante

Publication date 27 September 2021

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-55874-1_33

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cites work

• scientific article; zbMATH DE number 5123328 (Why is no real title available?)
• Approximate inverse preconditioning for shifted linear systems
• Efficient preconditioning for sequences of parametric complex symmetric linear systems
• Factorized Sparse Approximate Inverse Preconditionings I. Theory
• Interpolating preconditioners for the solution of sequence of linear systems
• Iterative Solution Methods
• Iterative methods and preconditioning for large and sparse linear systems with applications
• Nonsymmetric preconditioner updates in Newton-Krylov methods for nonlinear systems
• Numerical approximation of a fractional-in space diffusion equation. II. With nonhomogeneous boundary conditions
• Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
• Rational Krylov methods for functions of matrices with applications to fractional partial differential equations
• Rational approximations to fractional powers of self-adjoint positive operators
• Sparse approximate inverse preconditioners on high performance GPU platforms
• The RKFIT algorithm for nonlinear rational approximation
• Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method

Cited in

(7)

• Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators
• Inexact rational Krylov Subspace methods for approximating the action of functions of matrices
• Polynomial preconditioning for the action of the matrix square root and inverse square root
• Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
• scientific article; zbMATH DE number 5939034 (Why is no real title available?)
• Efficient computation of the sinc matrix function for the integration of second-order differential equations
• Convergence rates for inverse-free rational approximation of matrix functions

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