Approximation of functions of large matrices with Kronecker structure

DOI10.1007/S00211-016-0799-9zbMATH Open1365.65134arXiv1503.02615OpenAlexW1540455107MaRDI QIDQ504162FDOQ504162

Authors: Michele Benzi, Valeria Simoncini 

Publication date: 25 January 2017

Published in: Numerische Mathematik (Search for Journal in Brave)

Abstract: We consider the numerical approximation of $f(calA)b$ where $bin{mathbbR}^N$ and $calA$ is the sum of Kronecker products, that is $calA=M_{2}otimesI+Iotimes{M}_{1}in{mathbbR}^{NimesN}$. Here $f$ is a regular function such that $f(calA)$ is well defined. We derive a computational strategy that significantly lowers the memory requirements and computational efforts of the standard approximations, with special emphasis on the exponential function, for which the new procedure becomes particularly advantageous. Our findings are illustrated by numerical experiments with typical functions used in applications.

Full work available at URL: https://arxiv.org/abs/1503.02615

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zbMATH Keywords

sparse matricesconvergencenumerical experimentsnumerical approximationstructured matricesKrylov methodsKronecker structurematrix function approximationmatrix inverse functionmatrix sine and cosine functions

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Algorithms for approximation of functions (65D15) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cited In (18)

• Learning linear assignment flows for image labeling via exponential integration
• Fast verified computation for real powers of large matrices with Kronecker structure
• Modeling and analysis of system reliability using phase-type distribution closure properties
• Sparsity preserving optimal control of discretized PDE systems
• Learning linearized assignment flows for image labeling
• Existence and computation of low Kronecker-rank approximations for large linear systems of tensor product structure
• A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions
• Krylov Subspace Restarting for Matrix Laplace Transforms
• Low-rank tensor structure preservation in fractional operators by means of exponential sums
• Mixed Precision Recursive Block Diagonalization for Bivariate Functions of Matrices
• Rational Krylov for Stieltjes matrix functions: convergence and pole selection
• A \(\mu\)-mode approach for exponential integrators: actions of \(\varphi\)-functions of Kronecker sums
• Analytic functional calculus for two operators
• Kronecker products of matrices and an application to Fermi systems
• Solving 2D time-fractional diffusion equations by a pseudospectral method and Mittag-Leffler function evaluation
• Title not available (Why is that?)
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Uses Software

• Matlab
• CONTEST
• testmatrix
• mftoolbox
• Algorithm 432

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