Computation of matrix functions with deflated restarting

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:237

Article

Gu, Chuanqing¹  Zheng, Lin¹ 

[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

关键词: Matrix functions;    Krylov subspace approximation;    Restarted Arnoldi method;    Deflated restarting Krylov subspace method;   

DOI  :  10.1016/j.cam.2012.07.020

来源: Elsevier

【 摘 要 】

A deflated restarting Krylov subspace method for approximating a function of a matrix times a vector is proposed. In contrast to other Krylov subspace methods, the performance of the method in this paper is better. We further show that the deflating algorithm inherits the superlinear convergence property of its unrestarted counterpart for the entire function and present the results of numerical experiments. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free