We investigate an acceleration technique for restarted Krylov subspace methods for computing the action of a function of a large sparse matrix on a vector. Its effect is to ultimately deflate a specific invariant subspace of the matrix which most impedes the convergence of the restarted approximation process. An approximation to the subspace to be deflated is successively refined in the course ...

the problem of series two-block disjoint decomposition of completely specifiedboolean functions is considered. analysis and investigation of such systems are veryimportant in logical design context. recently, a good method for solving thisproblem was suggested which has been based on the ternary matrix cover approach.using this method a computer program was developed. this paper is focused onde...

Both the theoretical and practical investigations of various dynamical systems need to extend the definitions of various functions defined on the real axis to the set of matrices. To this end one uses mainly three methods which are based on 1) the Jordan canonical forms, 2) the polynomial interpolation, and 3) the Cauchy integral formula. All these methods give the same result, say g(A), when t...

We provide a comprehensive analysis of matrix-valued Herglotz functions and illustrate their applications in the spectral theory of self-adjoint Hamiltonian systems including matrix-valued Schrödinger and Dirac-type operators. Special emphasis is devoted to appropriate matrix-valued extensions of the well-known Aronszajn-Donoghue theory concerning support properties of measures in their Nevanli...

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra, 1(2), 1973, pp. 163–171]. Our algorithms are based on Gaussian quadrature and Golub–Kahan bidiagonalization. Block variants are also investigated. Numerical experiments are performed to illustrate the effectiven...

We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce matrix integral to the integral over eigenvalues, which in turn is certain tau function. The resulting tau functions may be analyzed either by the m...

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in this paper, we first define spaces of single difference sequences defined by a sequence of orlicz functions without convexity and investigate their properties. then we extend this idea to spaces of double sequences and present a new matrix theoretic approach construction of such double sequence spaces.

A new computational method based on Wilson wavelets is proposed for solving a class of nonlinear stochastic It^{o}-Volterra integral equations. To do this a new stochastic operational matrix of It^{o} integration for Wilson wavelets is obtained. Block pulse functions (BPFs) and collocation method are used to generate a process to forming this matrix. Using these basis functions and their operat...