Computing approximate (block) rational Krylov subspaces without explicit inversion with extensions to symmetric matrices

zbMath1302.65078MaRDI QIDQ468275

Raf Vandebril, Miroslav S. Pranić, Thomas Mach

Publication date: 6 November 2014

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/ETNA/volumes/2011-2020/vol43/abstract_vol43_pp100-124.html

zbMATH Keywords

algorithmiterative methodsmatrix equationsnumerical experimentHermitian matrixsimilarity transformationsmatrix functionrational Krylov subspaceextended Krylov subspacesRitz-value computations

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix exponential and similar matrix functions (65F60)

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