Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
DOI10.1016/J.LAA.2008.06.029zbMATH Open1153.65042OpenAlexW2150150879MaRDI QIDQ952022FDOQ952022
Authors: Martin Afanasjew, Michael Eiermann, Oliver G. Ernst, Stefan Güttel
Publication date: 6 November 2008
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2008.06.029
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convergencefinite difference methodnumerical examplepolynomial interpolationmatrix functionrational approximationKrylov subspace approximationMaxwell equationrestarted Arnoldi/Lanczos methodparabolic initial value problemsstopping criterion based on error indicator
Iterative numerical methods for linear systems (65F10) Finite difference methods applied to problems in optics and electromagnetic theory (78M20) PDEs in connection with optics and electromagnetic theory (35Q60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Electromagnetic theory (general) (78A25)
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Cited In (52)
- On Restart and Error Estimation for Krylov Approximation of $w=f(A)v$
- Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices
- Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
- ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
- Inexact rational Krylov Subspace methods for approximating the action of functions of matrices
- Title not available (Why is that?)
- Polynomial preconditioning for the action of the matrix square root and inverse square root
- Updating and downdating techniques for optimizing network communicability
- Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions
- Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
- Sharp Ritz value estimates for restarted Krylov subspace iterations
- Krylov Subspace Restarting for Matrix Laplace Transforms
- A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions
- A sketch-and-select Arnoldi process
- A scalable exponential-DG approach for nonlinear conservation laws: with application to Burger and Euler equations
- Computation of matrix functions with deflated restarting
- Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
- A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- Efficient approximation of functions of some large matrices by partial fraction expansions
- Absorption kinetics of vacancies by cavities in aluminum: numerical characterization of sink strengths and first-passage statistics through Krylov subspace projection and eigenvalue deflation
- A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
- Title not available (Why is that?)
- Exponential time differencing for the tracer equations appearing in primitive equation ocean models
- A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
- A space-time adaptive finite element method with exponential time integrator for the phase field model of pitting corrosion
- A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
- Limited‐memory polynomial methods for large‐scale matrix functions
- An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices
- Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation
- Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
- On the exponential generating function for non-backtracking walks
- The Radau-Lanczos method for matrix functions
- Block Krylov subspace methods for functions of matrices
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- Sublinear column-wise actions of the matrix exponential on social networks
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- A Fast Monte Carlo Algorithm for Evaluating Matrix Functions with Application in Complex Networks
- Computing performability measures in Markov chains by means of matrix functions
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- A Monte Carlo method for computing the action of a matrix exponential on a vector
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- A restarted Lanczos approximation to functions of a symmetric matrix
- Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
- A posteriori error estimates of Krylov subspace approximations to matrix functions
- KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
- Residual and restarting in Krylov subspace evaluation of the \(\varphi\) function
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