A generalization of the steepest descent method for matrix functions

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Authors Michael Eiermann, Martin Afanasjew, Oliver G. Ernst, 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, http://www.emis.de/journals/ETNA/vol.28.2007-2008/pp206-222.dir/pp206-222.html

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zbMATH Keywords

polynomial interpolationmatrix functionasymptotic convergence ratelinear system of equationssteepest descentKrylov subspace approximationrestarted Arnoldi/Lanczos methodrestarted Krylov subspace method

Mathematics Subject Classification ID

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)

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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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