Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
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Publication:4989950
DOI10.1137/20M1362553zbMath1469.65086arXiv2008.11501MaRDI QIDQ4989950
Daniel Kressner, Alice Cortinovis, Marcel Schweitzer, Bernhard Beckermann
Publication date: 27 May 2021
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.11501
Numerical linear algebra (65F99) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
Related Items (4)
Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix ⋮ Sensitivity of Matrix Function Based Network Communicability Measures: Computational Methods and A Priori Bounds ⋮ Speeding Up Krylov Subspace Methods for Computing \(\boldsymbol{{f}(A){b}}\) via Randomization ⋮ Divide-and-Conquer Methods for Functions of Matrices with Banded or Hierarchical Low-Rank Structure
Uses Software
Cites Work
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