Estimating the condition number of f(A)b
DOI10.1007/S11075-014-9947-4zbMATH Open1326.65058OpenAlexW2089119833MaRDI QIDQ747727FDOQ747727
Authors: Edvin Deadman 
Publication date: 19 October 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-014-9947-4
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algorithmnumerical experiment[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Fr%EF%BF%BD%EF%BF%BDchet+derivative&go=Go Fr��chet derivative]matrix functionmatrix exponentialPythonpower iterationblock 1-norm estimatorcondition number estimationmatrix-vector multiplications
Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of matrix exponential and similar matrix functions (65F60)
Cites Work
- Expokit
- The university of Florida sparse matrix collection
- Functions of Matrices
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- An Efficient Implicit FEM Scheme for Fractional-in-Space Reaction-Diffusion Equations
- Accuracy and Stability of Numerical Algorithms
- Talbot quadratures and rational approximations
- Exponential integrators
- An improved Schur-Padé algorithm for fractional powers of a matrix and their Fréchet derivatives
- Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
- Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
- A Schur-Parlett Algorithm for Computing Matrix Functions
- A Theory of Condition
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Efficient Solution of Parabolic Equations by Krylov Approximation Methods
- A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
- Calculation of functions of unsymmetric matrices using Arnoldi's method
- Computing the Fréchet derivative of the matrix logarithm and estimating the condition number
- An iterative solution method for solving \(f(A)x=b\), using Krylov subspace information obtained for the symmetric positive definite matrix A
- Title not available (Why is that?)
- A Schur method for the square root of a matrix
- Matrix functions
- Small-Sample Statistical Condition Estimates for General Matrix Functions
- Condition Estimates for Matrix Functions
- Computing \(exp(-\tau A) b\) with Laguerre polynomials
- Improved Inverse Scaling and Squaring Algorithms for the Matrix Logarithm
- Balancing sparse matrices for computing eigenvalues
- On the stability of some algorithms for computing the action of the matrix exponential
- Testing matrix function algorithms using identities
- Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
Cited In (9)
- Propagation of perturbations in the initial value along solutions of linear ODEs: a componentwise relative error analysis
- A Block Krylov Method to Compute the Action of the Fréchet Derivative of a Matrix Function on a Vector with Applications to Condition Number Estimation
- Backward error analysis of polynomial approximations for computing the action of the matrix exponential
- Condition Estimation for Matrix Functions via the Schur Decomposition
- On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation
- Higher Order Fréchet Derivatives of Matrix Functions and the Level-2 Condition Number
- Title not available (Why is that?)
- Computing trace of function of matrix
- How perturbations in the matrix of linear systems of ordinary differential equations propagate along solutions
Uses Software
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