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

DOI10.1002/gamm.201310002zbMath1292.65043MaRDI 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

resolvent; rational interpolation; Krylov subspace method; Arnoldi method; exponential; matrix function; rational Krylov method; functions of Markov type; Leja point method; optimal pole selection

Mathematics Subject Classification ID

15A16: Matrix exponential and similar functions of matrices

65F60: Numerical computation of matrix exponential and similar matrix functions

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