A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
From MaRDI portal
Publication:369405
DOI10.1007/s10543-013-0420-xzbMath1276.65026MaRDI QIDQ369405
Leonid Knizhnerman, Stefan Güttel
Publication date: 24 September 2013
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-013-0420-x
numerical example; matrix square root; optimal parameters; automated parameter selection; large sparse matrices; matrix logarithm; rational Arnoldi method
15A16: Matrix exponential and similar functions of matrices
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, An Exponential Time Integrator for the Incompressible Navier--Stokes Equation, Krylov subspace methods for functions of fractional differential operators, Low-Rank Updates of Matrix Functions II: Rational Krylov Methods, A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices, The AAA Algorithm for Rational Approximation, Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions, 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, Adaptive model order reduction for the Jacobian calculation in inverse multi-frequency problem for Maxwell's equations, Convergence rates for inverse-free rational approximation of matrix functions, Complete radiation boundary conditions for the Helmholtz equation. I: Waveguides, Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle, A numerical study of fractional linear algebraic systems, Extended and rational Hessenberg methods for the evaluation of matrix functions, Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices, Functions of rational Krylov space matrices and their decay properties, The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules, Decay bounds for Bernstein functions of Hermitian matrices with applications to the fractional graph Laplacian, Null space correction and adaptive model order reduction in multi-frequency Maxwell's problem, Acceleration of contour integration techniques by rational Krylov subspace methods, A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching, Rational Krylov for Stieltjes matrix functions: convergence and pole selection, On rational Krylov and reduced basis methods for fractional diffusion, Near-Optimal Perfectly Matched Layers for Indefinite Helmholtz Problems, Decay Bounds for Functions of Hermitian Matrices with Banded or Kronecker Structure, A rational Arnoldi process with applications, Localization in Matrix Computations: Theory and Applications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive rational Krylov subspaces for large-scale dynamical systems
- Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
- Rational Krylov sequence methods for eigenvalue computation
- Stopping criteria for mixed finite element problems
- Numerical range and functional calculus in Hilbert space
- Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
- Optimal ray sequences of rational functions connected with the Zolotarev problem
- Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
- Preconditioning techniques for large linear systems: A survey
- Numerical approximation of the product of the square root of a matrix with a vector
- On interpolation by rational functions
- Residual, Restarting, and Richardson Iteration for the Matrix Exponential
- Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
- On Adaptive Choice of Shifts in Rational Krylov Subspace Reduction of Evolutionary Problems
- On the Convergence of Rational Ritz Values
- Error Estimates and Evaluation of Matrix Functions via the Faber Transform
- A new investigation of the extended Krylov subspace method for matrix function evaluations
- Deflated Restarting for Matrix Functions
- Solution of Large Scale Evolutionary Problems Using Rational Krylov Subspaces with Optimized Shifts
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Using Generalized Cayley Transformations within an Inexact Rational Krylov Sequence Method
- 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
- Gaussian Spectral Rules for the Three-Point Second Differences: I. A Two-Point Positive Definite Problem in a Semi-Infinite Domain
- A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
- Functions of Matrices
- ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS
- Constrained Leja points and the numerical solution of the constrained energy problem
