Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
From MaRDI portal
Publication:2864805
DOI10.1002/gamm.201310002zbMath1292.65043MaRDI QIDQ2864805
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
resolvent; rational interpolation; Krylov subspace method; Arnoldi method; exponential; matrix function; rational Krylov method; functions of Markov type; Leja point method; optimal pole selection
15A16: Matrix exponential and similar functions of matrices
65F60: Numerical computation of matrix exponential and similar matrix functions
Related Items
Computing the Wave-Kernel Matrix Functions, The nonlinear eigenvalue problem, Krylov subspace methods for functions of fractional differential operators, Robust Linear Stability Analysis and a New Method for Computing the Action of the Matrix Exponential, Low-Rank Updates of Matrix Functions II: Rational Krylov Methods, Reduced order models for spectral domain inversion: embedding into the continuous problem and generation of internal data, Divide-and-Conquer Methods for Functions of Matrices with Banded or Hierarchical Low-Rank Structure, Computation of generalized matrix functions with rational Krylov methods, The Short-Term Rational Lanczos Method and Applications, A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices, Arnoldi Algorithms with Structured Orthogonalization, Computing Function of Large Matrices by a Preconditioned Rational Krylov Method, A conjugate-gradient-type rational Krylov subspace method for ill-posed problems, Approximate residual-minimizing shift parameters for the low-rank ADI iteration, Spectral Sets: Numerical Range and Beyond, Generalized Rational Krylov Decompositions with an Application to Rational Approximation, Automatic Smoothness Detection of the Resolvent Krylov Subspace Method for the Approximation of $C_0$-Semigroups, A Block Krylov Method to Compute the Action of the Fréchet Derivative of a Matrix Function on a Vector with Applications to Condition Number Estimation, The RKFIT Algorithm for Nonlinear Rational Approximation, Parallelization of the Rational Arnoldi Algorithm, Rational Krylov methods in exponential integrators for European option pricing, Calculating the divided differences of the exponential function by addition and removal of inputs, Optimal parameters for numerical solvers of PDEs, Matrix functions in network analysis, A literature survey of matrix methods for data science, Limited‐memory polynomial methods for large‐scale matrix functions, An Elliptic Local Problem with Exponential Decay of the Resonance Error for Numerical Homogenization, A Newton method for best uniform rational approximation, Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions, Calculating elements of matrix functions using divided differences, Adaptively restarted block Krylov subspace methods with low-synchronization skeletons, Randomized Low-Rank Approximation of Monotone Matrix Functions, A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators, Adaptive model order reduction for the Jacobian calculation in inverse multi-frequency problem for Maxwell's equations, A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions, Adaptive-order rational Arnoldi-type methods in computational electromagnetism, Convergence rates for inverse-free rational approximation of matrix functions, Approximation of functions of large matrices with Kronecker structure, Krylov iterative methods for the geometric mean of two matrices times a vector, Approximating the leading singular triplets of a large matrix function, Estimating the condition number of \(f(A)b\), Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations., Numerical low-rank approximation of matrix differential equations, Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle, Balanced truncation model order reduction in limited time intervals for large systems, Extended and rational Hessenberg methods for the evaluation of matrix functions, Parallel matrix function evaluation via initial value ODE modeling, Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices, Inexact rational Krylov method for evolution equations, Functions of rational Krylov space matrices and their decay properties, An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices, Block Gram-Schmidt algorithms and their stability properties, Rational Krylov methods for fractional diffusion problems on graphs, An extended-rational Arnoldi method for large matrix exponential evaluations, Padé-type approximations to the resolvent of fractional powers of operators, Approximation of the matrix exponential for matrices with a skinny field of values, Inexact methods for the low rank solution to large scale Lyapunov equations, Analysis of Krylov subspace approximation to large-scale differential Riccati equations, Rational Krylov methods for functions of matrices with applications to fractional partial differential equations, Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations, Matrix methods for quadrature formulas on the unit circle. A survey, Null space correction and adaptive model order reduction in multi-frequency Maxwell's problem, A semi-analytical approach to molecular dynamics, On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation, Acceleration of contour integration techniques by rational Krylov subspace methods, A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching, Rational Krylov for Stieltjes matrix functions: convergence and pole selection, On rational Krylov and reduced basis methods for fractional diffusion, The intrinsic Toeplitz structure and its applications in algebraic Riccati equations, Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential, Frequency-Limited Balanced Truncation with Low-Rank Approximations, Near-Optimal Perfectly Matched Layers for Indefinite Helmholtz Problems, Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations, Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver, An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations, Fast Computation of the Matrix Exponential for a Toeplitz Matrix, Computational Methods for Linear Matrix Equations, Efficient time integration for discontinuous Galerkin approximations of linear wave equations, A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive rational Krylov subspaces for large-scale dynamical systems
- On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems
- Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
- Recursion relations for the extended Krylov subspace method
- A nested Krylov subspace method to compute the sign function of large complex matrices
- Exponential time differencing for stiff systems
- Rational Krylov sequence methods for eigenvalue computation
- A generalization of the steepest descent method for matrix functions
- On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
- Rational Krylov for nonlinear eigenproblems, an iterative projection method.
- Numerical range and functional calculus in Hilbert space
- Rational approximation to trigonometric operators
- Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
- Matrices, moments, and rational quadrature
- Solution of time-convolutionary Maxwell's equations using parameter-dependent Krylov subspace reduction
- Interpolatory projection methods for structure-preserving model reduction
- The extended Krylov subspace method and orthogonal Laurent polynomials
- Rational approximations with real poles to \(\exp(-x)\) and \(x^ n\)
- Approximation of exp(-x) by rational functions with concentrated negative poles
- Geometric convergence to \(e^{-z}\) by rational functions with real poles
- A numerical study of large sparse matrix exponentials arising in Markov chains.
- A generalized ADI iterative method
- Optimal ray sequences of rational functions connected with the Zolotarev problem
- The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices
- Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
- Resolvent Krylov subspace approximation to operator functions
- RD-rational approximations of the matrix exponential
- An Arnoldi method for nonlinear eigenvalue problems
- On best rational approximation of analytic functions
- Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems
- Interpolating discrete advection--diffusion propagators at Leja sequences
- Derivatives of the matrix exponential and their computation
- A rational Lanczos algorithm for model reduction
- Ranking hubs and authorities using matrix functions
- Numerical approximation of the product of the square root of a matrix with a vector
- Talbot quadratures and rational approximations
- The LEM exponential integrator for advection-diffusion-reaction equations
- Chebyshev rational approximations to \(e^{-x}\) in \([0,+\infty)\) and applications to heat-conduction problems
- On interpolation by rational functions
- Which Eigenvalues Are Found by the Lanczos Method?
- Optimal Rational Functions for the Generalized Zolotarev Problem in the Complex Plane
- Superlinear Convergence of Conjugate Gradients
- Exponential integrators
- Approximation of Semigroups and Related Operator Functions by Resolvent Series
- On Adaptive Choice of Shifts in Rational Krylov Subspace Reduction of Evolutionary Problems
- On the Convergence of Rational Ritz Values
- Error Estimates and Evaluation of Matrix Functions via the Faber Transform
- A new investigation of the extended Krylov subspace method for matrix function evaluations
- Deflated Restarting for Matrix Functions
- Interpolatory Projection Methods for Parameterized Model Reduction
- Solution of Large Scale Evolutionary Problems Using Rational Krylov Subspaces with Optimized Shifts
- An Efficient Implicit FEM Scheme for Fractional-in-Space Reaction-Diffusion Equations
- Using the Restricted-denominator Rational Arnoldi Method for Exponential Integrators
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- On Optimal Convergence Rate of the Rational Krylov Subspace Reduction for Electromagnetic Problems in Unbounded Domains
- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- Acceleration Techniques for Approximating the Matrix Exponential Operator
- Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
- ESTIMATES OF THE SINGULAR NUMBERS OF THE CARLESON IMBEDDING OPERATOR
- Alternating Direction Implicit Iteration for Systems with Complex Spectra
- Optimal Alternating Direction Implicit Parameters for Nonsymmetric Systems of Linear Equations
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- A Scheme for Parallelizing Certain Algorithms for the Linear Inhomogeneous Heat Equation
- Attainable order of rational approximations to the exponential function with only real poles
- Rational exponential approximation with real poles
- On a Zolotarev problem in the method of alternating directions
- ON THE SPEED OF RATIONAL APPROXIMATION OF SOME ANALYTIC FUNCTIONS
- ON THE POSSIBILITY OF HOLOMORPHIC EXTENSION, INTO A DOMAIN, OF FUNCTIONS DEFINED ON A CONNECTED PIECE OF ITS BOUNDARY. II
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- Using Nonorthogonal Lanczos Vectors in the Computation of Matrix Functions
- Exponential Integrators for Large Systems of Differential Equations
- Model reduction methods based on Krylov subspaces
- Real valued iterative methods for solving complex symmetric linear systems
- Decay Properties of Spectral Projectors with Applications to Electronic Structure
- Fourth-Order Time-Stepping for Stiff PDEs
- Computing the Gamma Function Using Contour Integrals and Rational Approximations
- A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
- Preconditioning Lanczos Approximations to the Matrix Exponential
- ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS
- Computational Science - ICCS 2004
- Two polynomial methods of calculating functions of symmetric matrices