In this paper, the numerical evaluation of matrix functions expressed in partial fraction form is addressed. The shift-and-invert Krylov method is analyzed, with special attention to error estimates. Such estimates give insights into the selection of the shift parameter and lead to a simple and effective restart procedure. Applications to the class of Mittag–Leffler functions are presented.
The restarted shift-and-invert Krylov method for matrix functions
MORET, IGOR;
2012-01-01
Abstract
In this paper, the numerical evaluation of matrix functions expressed in partial fraction form is addressed. The shift-and-invert Krylov method is analyzed, with special attention to error estimates. Such estimates give insights into the selection of the shift parameter and lead to a simple and effective restart procedure. Applications to the class of Mittag–Leffler functions are presented.File in questo prodotto:
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