Krylov Subspace Restarting for Matrix Laplace Transforms

DOI10.1137/22M1499674zbMATH Open1515.65103arXiv2205.13842MaRDI QIDQ6158488FDOQ6158488

Authors: Andreas Frommer, K. Kahl, Marcel Schweitzer 

Publication date: 31 May 2023

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

Abstract: A common way to approximate $F(A)b$ -- the action of a matrix function on a vector -- is to use the Arnoldi approximation. Since a new vector needs to be generated and stored in every iteration, one is often forced to rely on restart algorithms which are either not efficient, not stable or only applicable to restricted classes of functions. We present a new representation of the error of the Arnoldi iterates if the function $F$ is given as a Laplace transform. Based on this representation we build an efficient and stable restart algorithm. In doing so we extend earlier work for the class of Stieltjes functions which are special Laplace transforms. We report several numerical experiments including comparisons with the restart method for Stieltjes functions.

Full work available at URL: https://arxiv.org/abs/2205.13842

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zbMATH Keywords

Laplace transformKrylov subspace methodsquadraturematrix functionsrestarted Arnoldi method

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Computational methods for sparse matrices (65F50) Numerical integration (65D30) Laplace transform (44A10) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cited In (3)

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• A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
• The restarted shift-and-invert Krylov method for matrix functions.

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