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, Marina. - In: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS. - ISSN 1070-5325. - ELETTRONICO. - 21:1(2014), pp. 68-80. [10.1002/nla.1862]
The restarted shift-and-invert Krylov method for matrix functions
Marina Popolizio
2014-01-01
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 presentedFile in questo prodotto:
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