Approximating matrix functions by block Krylov methods with randomized vectors (Q7284889)

This paper explores randomized block Krylov methods to approximate $f(A)\mathbf{b}$ where $A$ is large, by evaluating $f$ at a small matrix. Computed examples suggest that adding $\mathbf{b}$ and random vectors to the initial block vector can reduce computing time and number of steps compared with standard Krylov methods.