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Erschienen in: BIT Numerical Mathematics 2/2019

18.12.2018

Extended and rational Hessenberg methods for the evaluation of matrix functions

verfasst von: Z. Ramezani, F. Toutounian

Erschienen in: BIT Numerical Mathematics | Ausgabe 2/2019

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Abstract

Some Krylov subspace methods for approximating the action of matrix functions are presented in this paper. The main idea of these techniques is to project the approximation problem onto a subspace of much smaller dimension. Then the matrix function operation is performed with a much smaller matrix. These methods are projection methods that use the Hessenberg process to generate bases of the approximation spaces. We also use the introduced methods to solve shifted linear systems. Some numerical experiments are presented in order to show the efficiency of the proposed methods.

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Metadaten
Titel
Extended and rational Hessenberg methods for the evaluation of matrix functions
verfasst von
Z. Ramezani
F. Toutounian
Publikationsdatum
18.12.2018
Verlag
Springer Netherlands
Erschienen in
BIT Numerical Mathematics / Ausgabe 2/2019
Print ISSN: 0006-3835
Elektronische ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-018-0742-9

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