Efficient and Stable Arnoldi Restarts for Matrix Functions Based on Quadrature

DOI10.1137/13093491XzbMath1309.65050OpenAlexW2010196418MaRDI QIDQ2923364

Stefan Güttel, Andreas Frommer, Marcel Schweitzer

Publication date: 15 October 2014

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/13093491x

zbMATH Keywords

Padé approximation Gaussian quadrature polynomial interpolation numerical test restart matrix function Krylov subspace approximation restarted Arnoldi method restarted Lanczos method deflated restarting integral expression of the error

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix exponential and similar matrix functions (65F60)

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