Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection

DOI10.1002/gamm.201310002zbMath1292.65043OpenAlexW2117799929MaRDI QIDQ2864805

Stefan Güttel

Publication date: 26 November 2013

Published in: GAMM-Mitteilungen (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/gamm.201310002

zbMATH Keywords

resolventrational interpolationKrylov subspace methodArnoldi methodexponentialmatrix functionrational Krylov methodfunctions of Markov typeLeja point methodoptimal pole selection

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Uses Software

• mftoolbox

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