Browsing Articles by Subject "rational Krylov"

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Computing approximate (block) rational Krylov subspaces without explicit inversion with extensions to symmetric matrices

Mach, Thomas; Pranić, Miroslav S.; Vandebril, Raf (Electronic Transactions on Numerical Analysis, 2014)

It has been shown that approximate extended Krylov subspaces can be computed, under certain assumptions, without any explicit inversion or system solves. Instead, the vectors spanning the extended Krylov space are retrieved ...
Convergence rates for inverse-free rational approximation of matrix functions

Jagels, Carl; Mach, Thomas; Reichel, Lothar; Vandebril, Raf (Linear Algebra and Its Applications, 2016-12-01)

This article deduces geometric convergence rates for approximating matrix functions via inverse-free rational Krylov methods. In applications one frequently encounters matrix functions such as the matrix exponential or ...