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- Title
The restarted shift-and-invert Krylov method for matrix functions.
- Authors
Moret, Igor; Popolizio, Marina
- Abstract
SUMMARY 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. Copyright © 2012 John Wiley & Sons, Ltd.
- Subjects
KRYLOV subspace; MATRIX functions; NUMERICAL analysis; PARTIAL fractions; ERROR analysis in mathematics; ESTIMATION theory
- Publication
Numerical Linear Algebra with Applications, 2014, Vol 21, Issue 1, p68
- ISSN
1070-5325
- Publication type
Article
- DOI
10.1002/nla.1862