Numerical approximation of the product of the square root of a matrix with a vector
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Cites work
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- A Padé Approximation Method for Square Roots of Symmetric Positive Definite Matrices
- A Schur method for the square root of a matrix
- A fast method for computing the principal \(n\)-th roots of complex matrices
- A faster, more stable method for comuting the pth roots of positive definite matrices
- A power method for computing square roots of complex matrices
- Computing real square roots of a real matrix
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- Matrix Analysis
- Newton's Method for the Matrix Square Root
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- On the Matrix Square Root
- Roots of real matrices
- Stable iterations for the matrix square root
Cited in
(21)- The structure of matrices in rational Gauss quadrature
- Approximate computation of scalar products
- Calculation of the square root of a positive-definite matrix
- Spectral Ewald acceleration of Stokesian dynamics for polydisperse suspensions
- Iterative numerical methods for sampling from high dimensional Gaussian distributions
- Numerically solving an equation for fractional powers of elliptic operators
- Rational Lanczos approximations to the matrix square root and related functions.
- Construction of Equivalent Stochastic Differential Equation Models
- A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
- The extended Krylov subspace method and orthogonal Laurent polynomials
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- A rational Arnoldi process with applications.
- Statistical mechanics of holonomic systems as a Brownian motion on smooth manifolds
- Vector estimates for \(f(A)\mathbf b\) via extrapolation
- Convergence rates for inverse-free rational approximation of matrix functions
- scientific article; zbMATH DE number 220010 (Why is no real title available?)
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- A fast convergent numerical method for matrix sign function with application in SDEs
- An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
- Recursion relations for the extended Krylov subspace method
- Extended and rational Hessenberg methods for the evaluation of matrix functions
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