A generalization of the steepest descent method for matrix functions
zbMATH Open1171.65367MaRDI QIDQ836727FDOQ836727
Oliver G. Ernst, Michael Eiermann, Martin Afanasjew, Stefan Güttel
Publication date: 8 September 2009
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130652
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polynomial interpolationmatrix functionasymptotic convergence ratelinear system of equationssteepest descentKrylov subspace approximationrestarted Arnoldi/Lanczos methodrestarted Krylov subspace method
Numerical linear algebra (65F99) Iterative numerical methods for linear systems (65F10) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
Cited In (14)
- Extended and rational Hessenberg methods for the evaluation of matrix functions
- On the Forsythe conjecture
- Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions
- Krylov Subspace Restarting for Matrix Laplace Transforms
- A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
- Recursion relations for the extended Krylov subspace method
- Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
- The extended Krylov subspace method and orthogonal Laurent polynomials
- Speeding Up Krylov Subspace Methods for Computing \(\boldsymbol{{f}(A){b}}\) via Randomization
- Some observations on weighted GMRES
- Weighted steepest descent method for solving matrix equations
- On spectral properties of steepest descent methods
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- A posteriori error estimates of Krylov subspace approximations to matrix functions
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