Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
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Publication:431305
DOI10.1007/S00211-011-0434-8zbMATH Open1271.65059OpenAlexW1982786226MaRDI QIDQ431305FDOQ431305
Authors: Bernhard Beckermann, Stefan Güttel 
Publication date: 26 June 2012
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-011-0434-8
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Hermitian matrixpotential theorymatrix functionssuperlinear convergenceArnoldi iterationmatrix square rootKrylov spaceCauchy-Stieltjes transformconvergence of iterative methodsrational Krylov method
Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16) Potentials and capacities on other spaces (31C15)
Cites Work
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- Convergence of the Isometric Arnoldi Process
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Cited In (16)
- Acceleration of contour integration techniques by rational Krylov subspace methods
- Extended and rational Hessenberg methods for the evaluation of matrix functions
- New matrix function approximations and quadrature rules based on the Arnoldi process
- A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
- A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
- Limited‐memory polynomial methods for large‐scale matrix functions
- A rational Arnoldi process with applications.
- Low-rank updates of matrix functions
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- Superoptimal analytic approximations of matrix functions
- Krylov subspace methods for functions of fractional differential operators
- Convergence rates for inverse-free rational approximation of matrix functions
- Automatic smoothness detection of the resolvent Krylov subspace method for the approximation of \(C_0\)-semigroups
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Efficient and stable Arnoldi restarts for matrix functions based on quadrature
- Orthogonal rational functions on the unit circle with prescribed poles not on the unit circle
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