Computing low?rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods

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چکیده

The Fréchet derivative L f ( A , E ) of the matrix function plays an important role in many different applications, including condition number estimation and network analysis. We present several Krylov subspace methods for computing low-rank approximations when direction term is rank one (which can easily be extended to general low rank). analyze convergence resulting both Hermitian non-Hermitian case. In a numerical tests, matrices from benchmark collections real-world we demonstrate compare accuracy efficiency proposed methods.

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ژورنال

عنوان ژورنال: Numerical Linear Algebra With Applications

سال: 2021

ISSN: ['1070-5325', '1099-1506']

DOI: https://doi.org/10.1002/nla.2401