Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions

From MaRDI portal
Publication:4389105


DOI10.1137/S0895479895292400zbMath0912.65022MaRDI QIDQ4389105

Leonid Knizhnerman, Vladimir Druskin

Publication date: 11 May 1998

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)


35J25: Boundary value problems for second-order elliptic equations

65F10: Iterative numerical methods for linear systems

86A25: Geo-electricity and geomagnetism

65N40: Method of lines for boundary value problems involving PDEs


Related Items

Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector, Low-rank approximate solutions to large-scale differential matrix Riccati equations, An Exponential Time Integrator for the Incompressible Navier--Stokes Equation, Krylov subspace methods for functions of fractional differential operators, Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations, A Fast Block Krylov Implicit Runge–Kutta Method for Solving Large-Scale Ordinary Differential Equations, Generalized Rational Krylov Decompositions with an Application to Rational Approximation, The structure of matrices in rational Gauss quadrature, The Radau--Lanczos Method for Matrix Functions, Constraint Interface Preconditioning for the Incompressible Stokes Equations, 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, Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions, An extended Krylov subspace model-order reduction technique to simulate wave propagation in unbounded domains, A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions, Adaptive rational Krylov subspaces for large-scale dynamical systems, 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, A POD projection method for large-scale algebraic Riccati equations, Approximation of functions of large matrices with Kronecker structure, Krylov iterative methods for the geometric mean of two matrices times a vector, A note on the Davison-Man method for Sylvester matrix equations, On some properties of the extended block and global Arnoldi methods with applications to model reduction, Extended Arnoldi methods for large low-rank Sylvester matrix equations, 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, Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations, Retracing the residual curve of a Lyapunov equation solver, Fast tensor product solvers for optimization problems with fractional differential equations as constraints, Approximating the leading singular triplets of a large matrix function, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, Rational approximation to trigonometric operators, Extended Krylov subspace for parameter dependent systems, Application of operator splitting to the Maxwell equations including a source term, The extended Krylov subspace method and orthogonal Laurent polynomials, An implicit filter for rational Krylov using core transformations, Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources, On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions, The extended global Lanczos method for matrix function approximation, An extended nonsymmetric block Lanczos method for model reduction in large scale dynamical systems, Resolvent Krylov subspace approximation to operator functions, A polynomial method based on Fejér points for the computation of functions of unsymmetric matrices, Recurrence relations for orthogonal rational functions, Numerical approximation of the product of the square root of a matrix with a vector, Numerical solutions to large-scale differential Lyapunov matrix equations, Extended and rational Hessenberg methods for the evaluation of matrix functions, Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation, A posteriori error estimates of Krylov subspace approximations to matrix functions, On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations, A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching, A minimum residual algorithm for solving linear systems, A rational Krylov method for solving time-periodic differential equations, The Gautschi time stepping scheme for edge finite element discretizations of the Maxwell equations, THE COMPUTATION OF FUNCTIONS OF MATRICES BY TRUNCATED FABER SERIES, Frequency-Limited Balanced Truncation with Low-Rank Approximations, Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection, Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey, 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, A new investigation of the extended Krylov subspace method for matrix function evaluations, Computational Methods for Linear Matrix Equations, Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization, From Low-Rank Approximation to a Rational Krylov Subspace Method for the Lyapunov Equation