The extended Krylov subspace method and orthogonal Laurent polynomials
نویسندگان
چکیده
منابع مشابه
The Extended Krylov Subspace Method and Orthogonal Laurent Polynomials
Abstract. The need to evaluate expressions of the form f(A)v, where A is a large sparse or structured symmetric matrix, v is a vector, and f is a nonlinear function, arises in many applications. The extended Krylov subspace method can be an attractive scheme for computing approximations of such expressions. This method projects the approximation problem onto an extended Krylov subspace K(A) = s...
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Abstract. The evaluation of matrix functions of the form f(A)v, where A is a large sparse or structured symmetric matrix, f is a nonlinear function, and v is a vector, is frequently subdivided into two steps: first an orthonormal basis of an extended Krylov subspace of fairly small dimension is determined, and then a projection onto this subspace is evaluated by a method designed for small prob...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2009
ISSN: 0024-3795
DOI: 10.1016/j.laa.2009.03.006