The global extended-rational Arnoldi method for matrix function approximation

MaRDI QIDQ6337817zbMATH OpenFDO

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

Publication date 31 March 2020

Abstract: The numerical computation of matrix functions such as $f(A)V$, where $A$ is an $nimesn$ large and sparse square matrix, $V$ is an $nimesp$ block with $plln$ and $f$ is a nonlinear matrix function, arises in various applications such as network analysis ($f(t)=exp(t)$ or $f(t)=t^3)$, machine learning $(f(t)=log(t))$, theory of quantum chromodynamics $(f(t)=t^{1/2})$, electronic structure computation, and others. In this work, we propose the use of global extended-rational Arnoldi method for computing approximations of such expressions. The derived method projects the initial problem onto an global extended-rational Krylov subspace $$ $$ of a low dimension. An adaptive procedure for the selection of shift parameters $s_1,ldots,s_m$ is given. The proposed method is also applied to solve parameter dependent systems. Numerical examples are presented to show the performance of the global extended-rational Arnoldi for these problems.

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