A new investigation of the extended Krylov subspace method for matrix function evaluations
From MaRDI portal
Publication:3090788
DOI10.1002/nla.652zbMath1240.65154MaRDI QIDQ3090788
Leonid Knizhnerman, Valeria Simoncini
Publication date: 2 September 2011
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.652
error estimates; numerical experiments; Krylov subspace; matrix function; asymptotic convergence; Faber polynomial; large matrix
65F50: Computational methods for sparse matrices
65F10: Iterative numerical methods for linear systems
65F60: Numerical computation of matrix exponential and similar matrix functions
Related Items
Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector, A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators, Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices, A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions, Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions, Short recurrences for computing extended Krylov bases for Hermitian and unitary matrices, 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, Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators, Recursion relations for the extended Krylov subspace method, A nested Krylov subspace method to compute the sign function of large complex matrices, Convergence analysis of the extended Krylov subspace method for the Lyapunov equation, Approximating the leading singular triplets of a large matrix function, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, Extended Krylov subspace for parameter dependent systems, The extended Krylov subspace method and orthogonal Laurent polynomials, Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources, Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle, Resolvent Krylov subspace approximation to operator functions, Recurrence relations for orthogonal rational functions, Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation, A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching, On the finite section method for computing exponentials of doubly-infinite skew-Hermitian matrices, Frequency-Limited Balanced Truncation with Low-Rank Approximations, Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection, An Efficient Algorithm to Construct an Orthonormal Basis for the Extended Krylov Subspace, A rational Arnoldi process with applications, Rational Lanczos approximations to the matrix square root and related functions, Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Numerical range, GMRES and Faber polynomials.
- Calculation of functions of unsymmetric matrices using Arnoldi's method
- Numerical range and functional calculus in Hilbert space
- On monotonicity of the Lanczos approximation to the matrix exponential
- Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices
- A parallel block cyclic reduction algorithm for the fast solution of elliptic equations
- The polynomial numerical hulls of Jordan blocks and related matrices.
- Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
- RD-rational approximations of the matrix exponential
- Exponential Runge-Kutta methods for parabolic problems.
- Exponential integrators for quantum-classical molecular dynamics
- Magnus-factorized method for numerical solving the time-dependent Schrödinger equation
- Talbot quadratures and rational approximations
- QCD and numerical analysis III. Proceedings of the third international workshop on numerical analysis and lattice QCD, Edinburgh, UK, June 30 -- July 4, 2003.
- Error Estimates and Evaluation of Matrix Functions via the Faber Transform
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- IDR(s): A Family of Simple and Fast Algorithms for Solving Large Nonsymmetric Systems of Linear Equations
- Acceleration Techniques for Approximating the Matrix Exponential Operator
- Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
- Error Estimates for Polynomial Krylov Approximations to Matrix Functions
- Spectral Methods in Time for Parabolic Problems
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Efficient Solution of Parabolic Equations by Krylov Approximation Methods
- Asymptotics of Akhiezer polynomials and uniform convergence of Padé approximants for hyperelliptic functions
- Algorithm 756: a MATLAB toolbox for Schwarz-Christoffel mapping
- 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
- Theory of Inexact Krylov Subspace Methods and Applications to Scientific Computing
- Krylov subspace approximation of eigenpairs and matrix functions in exact and computer arithmetic
- A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
- Preconditioning Lanczos Approximations to the Matrix Exponential
- Analysis of Projection Methods for Rational Function Approximation to the Matrix Exponential
- Two polynomial methods of calculating functions of symmetric matrices
- An interpolatory approximation of the matrix exponential based on Faber polynomials