Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
From MaRDI portal
Publication:3642890
DOI10.1137/070700607zbMath1176.65053OpenAlexW2138249740WikidataQ56998740 ScholiaQ56998740MaRDI QIDQ3642890
Nicholas Hale, Nicholas J. Higham, Lloyd N. Threfethen
Publication date: 6 November 2009
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070700607
Cauchy integralnumerical examplesparallel computationcontour integralrational approximationquadratureconformal mapmatrix functiontrapezoid rule
Related Items
Efficient approximation of functions of some large matrices by partial fraction expansions ⋮ Tensor product method for fast solution of optimal control problems with fractional multidimensional Laplacian in constraints ⋮ Three rapidly convergent parareal solvers with application to time‐dependent PDEs with fractional Laplacian ⋮ Designing rational filter functions for solving eigenvalue problems by contour integration ⋮ Computing the matrix Mittag-Leffler function with applications to fractional calculus ⋮ Contour Integral Solution of Elliptic PDEs in Cylindrical Domains ⋮ A space-fractional monodomain model for cardiac electrophysiology combining anisotropy and heterogeneity on realistic geometries ⋮ Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions ⋮ On the Matrix Square Root via Geometric Optimization ⋮ Mixed Precision Recursive Block Diagonalization for Bivariate Functions of Matrices ⋮ Spatial Matérn Fields Driven by Non-Gaussian Noise ⋮ Analysis and parallel implementation of a forced \(N\)-body problem ⋮ Solving the time-fractional Schrödinger equation by Krylov projection methods ⋮ Minimum-correction second-moment matching: theory, algorithms and applications ⋮ Acceleration of contour integration techniques by rational Krylov subspace methods ⋮ Parallel Solver for Shifted Systems in a Hybrid CPU--GPU Framework ⋮ Power-Law Noises over General Spatial Domains and on Nonstandard Meshes ⋮ Cubic scaling algorithms for RPA correlation using interpolative separable density fitting ⋮ Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature ⋮ Time-parallel simulation of the Schrödinger equation ⋮ A Quadrature Scheme for Steady-State Diffusion Equations Involving Fractional Power of Regularly Accretive Operator ⋮ Matrix Structures and Matrix Functions ⋮ Iterative numerical methods for sampling from high dimensional Gaussian distributions ⋮ Parameter estimation in high dimensional Gaussian distributions ⋮ A literature survey of matrix methods for data science ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ Exponential convergence of \textit{hp} FEM for spectral fractional diffusion in polygons ⋮ The nonlinear eigenvalue problem ⋮ An efficient numerical method for Volterra integral equation of the second kind with a weakly singular kernel ⋮ Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation ⋮ An integral method for solving nonlinear eigenvalue problems ⋮ Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations ⋮ Multilevel approximation of Gaussian random fields: Fast simulation ⋮ Computing Semigroups with Error Control ⋮ Block Krylov Subspace Methods for Functions of Matrices II: Modified Block FOM ⋮ Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector ⋮ Multipreconditioned Gmres for Shifted Systems ⋮ Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields ⋮ Multigrid Methods for Discrete Fractional Sobolev Spaces ⋮ On stochasticity preserving methods for the computation of the matrix \(p\)th root ⋮ Nonlinear eigenvalue problems and contour integrals ⋮ Sparsity preserving optimal control of discretized PDE systems ⋮ Approximation of functions of large matrices with Kronecker structure ⋮ Krylov iterative methods for the geometric mean of two matrices times a vector ⋮ A numerical study of fractional linear algebraic systems ⋮ Computation of matrix gamma function ⋮ A new integral representation for quasi-periodic scattering problems in two dimensions ⋮ Preconditioning Orbital Minimization Method for Planewave Discretization ⋮ The geometric mean of two matrices from a computational viewpoint ⋮ Extended Krylov subspace for parameter dependent systems ⋮ Fast and stable contour integration for high order divided differences via elliptic functions ⋮ Derivation and analysis of computational methods for fractional Laplacian equations with absorbing layers ⋮ Krylov subspace methods for functions of fractional differential operators ⋮ Computing spectral measures and spectral types ⋮ Efficient D-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems ⋮ Numerical approximation to the fractional derivative operator ⋮ A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices ⋮ Local convergence of Newton-like methods for degenerate eigenvalues of nonlinear eigenproblems. I. Classical algorithms ⋮ New preconditioners for the Laplace and Helmholtz integral equations on open curves: analytical framework and numerical results ⋮ Localization Theorems for Nonlinear Eigenvalue Problems ⋮ GPU Accelerated Algorithms for Computing Matrix Function Vector Products with Applications to Exponential Integrators and Fractional Diffusion ⋮ Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas ⋮ Preconditioning trace coupled 3d‐1d systems using fractional Laplacian ⋮ Estimating the condition number of \(f(A)b\) ⋮ Computing the matrix fractional power with the double exponential formula ⋮ \({\mathscr{H}} \)-matrix approximability of inverses of discretizations of the fractional Laplacian ⋮ Preconditioners for Saddle Point Systems with Trace Constraints Coupling 2D and 1D Domains ⋮ Zolotarev Iterations for the Matrix Square Root ⋮ A new method for computing the matrix exponential operation based on vector valued rational approximations ⋮ Pole-based approximation of the Fermi-Dirac function ⋮ Symmetric interior penalty Galerkin method for fractional-in-space phase-field equations ⋮ Integral representations for higher-order Fréchet derivatives of matrix functions: quadrature algorithms and new results on the level-2 condition number ⋮ On the Construction and Properties of $m$-step Methods for FDEs ⋮ Computing Edge States without Hard Truncation ⋮ Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection ⋮ Error Bounds for Lanczos-Based Matrix Function Approximation ⋮ Generalized convolution quadrature with variable time stepping. II: Algorithm and numerical results ⋮ High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm ⋮ Generalized fractional algebraic linear system solvers ⋮ A Rational Function Preconditioner For Indefinite Sparse Linear Systems
Uses Software
