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; Popolizio, M.. - In: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS. - ISSN 1070-5325. - ELETTRONICO. - 2012:(2012), pp. "-"-".". [10.1002/nla.1862]
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:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
