The restarted shift‐and‐invert Krylov method for matrix functions |
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| Authors: | Igor Moret Marina Popolizio |
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| Affiliation: | 1. Dipartimento di Matematica e Geoscienze, Università di Trieste, , Trieste, Italy;2. Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento, , Lecce, Italy |
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| 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. Copyright © 2012 John Wiley & Sons, Ltd. |
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| Keywords: | matrix function Krylov subspace methods restarted Krylov subspace methods |
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