Low-Rank Updates of Matrix Functions
نویسندگان
چکیده
منابع مشابه
Low-rank updates of matrix functions
Abstract. We consider the task of updating a matrix function f(A) when the matrix A ∈ Cn×n is subject to a low-rank modification. In other words, we aim at approximating f(A+D)− f(A) for a matrix D of rank k n. The approach proposed in this paper attains efficiency by projecting onto tensorized Krylov subspaces produced by matrix-vector multiplications with A and A∗. We prove the approximations...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2018
ISSN: 0895-4798,1095-7162
DOI: 10.1137/17m1140108