Extended nonsymmetric global Lanczos method for matrix function approximation

DOI10.1007/S11075-020-00896-8MaRDI QIDQ780408zbMATH OpenOpenAlexFDO

Authors M. El Ghomari, Abdeslem H. Bentbib, Khalide Jbilou

Publication date 15 July 2020

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-020-00896-8

zbMATH Keywords

Krylov subspace methodsLaurent polynomialmatrix functionextended moment matching

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Quadratic and bilinear forms, inner products (15A63) Numerical computation of matrix exponential and similar matrix functions (65F60)

Recommendations

• The extended global Lanczos method for matrix function approximation
• The extended Krylov subspace method and orthogonal Laurent polynomials
• The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation
• Recursion relations for the extended Krylov subspace method
• A new investigation of the extended Krylov subspace method for matrix function evaluations

Cites work

• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching
• An extended nonsymmetric block Lanczos method for model reduction in large scale dynamical systems
• Bounding matrix functionals via partial global block Lanczos decomposition
• Convergence properties of some block Krylov subspace methods for multiple linear systems
• Extended Arnoldi methods for large low-rank Sylvester matrix equations
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
• Functions of Matrices
• GCV for Tikhonov regularization by partial SVD
• Global FOM and GMRES algorithms for matrix equations
• Matrices, moments and quadrature with applications
• New block quadrature rules for the approximation of matrix functions
• New convergence results on the global GMRES method for diagonalizable matrices
• Numerical methods for electronic structure calculations of materials
• Oblique projection methods for linear systems with multiple right-hand sides
• On some properties of the extended block and global Arnoldi methods with applications to model reduction
• Parallel iterative methods for sparse linear systems
• The trace ratio optimization problem

Cited in

(6)

• A new investigation of the extended Krylov subspace method for matrix function evaluations
• The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation
• The extended Krylov subspace method and orthogonal Laurent polynomials
• The extended global Lanczos method for matrix function approximation
• On the squared unsymmetric Lanczos method
• A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching

Describes a project that uses

Uses Software

• SuiteSparse
• SparseMatrix
• mftoolbox

This page was built for publication: Extended nonsymmetric global Lanczos method for matrix function approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q780408)