A Krylov subspace method for the approximation of bivariate matrix functions
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Publication:3294692
DOI10.1007/978-3-030-04088-8_10zbMATH Open1451.65050arXiv1802.05759OpenAlexW2787172707MaRDI QIDQ3294692FDOQ3294692
Authors: Daniel Kressner 
Publication date: 29 June 2020
Published in: Structured Matrices in Numerical Linear Algebra (Search for Journal in Brave)
Abstract: Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr'echet derivative. In this work, we propose a novel tensorized Krylov subspace method for approximating such bivariate matrix functions and analyze its convergence. While this method is already known for some instances, our analysis appears to result in new convergence estimates and insights for all but one instance, Sylvester matrix equations.
Full work available at URL: https://arxiv.org/abs/1802.05759
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Multilinear algebra, tensor calculus (15A69) Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)
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Cited In (17)
- Bivariate matrix functions
- Low-rank-modified Galerkin methods for the Lyapunov equation
- A Unifying Framework for Higher Order Derivatives of Matrix Functions
- Approximate solutions and eigenvalue bounds from Krylov subspaces
- Low-rank tensor structure preservation in fractional operators by means of exponential sums
- The Fréchet derivative of the tensor t-function
- Norm and Trace Estimation with Random Rank-one Vectors
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- Krylov Approximations for Matrix Square Roots in Stiff Boundary Value Problems
- Mixed Precision Recursive Block Diagonalization for Bivariate Functions of Matrices
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