Efficient and stable Arnoldi restarts for matrix functions based on quadrature
DOI10.1137/13093491XzbMATH Open1309.65050OpenAlexW2010196418MaRDI QIDQ2923364FDOQ2923364
Authors: Andreas Frommer, Stefan Güttel, 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
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Gaussian quadraturenumerical test[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Pad%EF%BF%BD%EF%BF%BD+approximation&go=Go Pad�� approximation]polynomial interpolationrestartmatrix functionKrylov subspace approximationrestarted Arnoldi methodrestarted Lanczos methoddeflated restartingintegral expression of the error
Iterative numerical methods for linear systems (65F10) Numerical computation of matrix exponential and similar matrix functions (65F60)
Cited In (60)
- Inexact rational Krylov Subspace methods for approximating the action of functions of matrices
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- Speeding Up Krylov Subspace Methods for Computing \(\boldsymbol{{f}(A){b}}\) via Randomization
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- Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices
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- Acceleration of contour integration techniques by rational Krylov subspace methods
- Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
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- Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector
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- Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions
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- A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions
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- A shifted block FOM algorithm with deflated restarting for matrix exponential computations
- Numerical solution of time-dependent problems with fractional power elliptic operator
- Integral representations for higher-order Fréchet derivatives of matrix functions: quadrature algorithms and new results on the level-2 condition number
- Iterative low-rank approximation solvers for the extension method for fractional diffusion
- High order numerical schemes for solving fractional powers of elliptic operators
- Approximation of the linear combination of \(\varphi \)-functions using the block shift-and-invert Krylov subspace method
- Block Gram-Schmidt algorithms and their stability properties
- Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
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- An approximate representation of a solution to fractional elliptical BVP via solution of parabolic IVP
- Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
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