Title : ( Extended and rational Hessenberg methods for the evaluation of matrix functions )
Authors: Zohreh Ramezani , Faezeh Toutounian Mashhad ,
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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
Keywords
Krylov subspace methods · Extended Krylov subspace · Rational Krylov subspace · Hessenberg process · Matrix function · Shifted linear system
@article{paperid:1072036,
author = {Ramezani, Zohreh and Toutounian Mashhad, Faezeh},
title = {Extended and rational Hessenberg methods for the evaluation of matrix functions},
journal = {BIT Numerical Mathematics},
year = {2018},
month = {December},
issn = {0006-3835},
keywords = {Krylov subspace methods · Extended Krylov subspace · Rational Krylov
subspace · Hessenberg process · Matrix function · Shifted linear system},
}
%0 Journal Article
%T Extended and rational Hessenberg methods for the evaluation of matrix functions
%A Ramezani, Zohreh
%A Toutounian Mashhad, Faezeh
%J BIT Numerical Mathematics
%@ 0006-3835
%D 2018
