Speeding up Krylov subspace methods for computing f(A)b via randomization
This work is concerned with the computation of the action of a matrix function f(A), such as the matrix exponential or the matrix square root, on a vector b. For a general matrix A, this can be done by computing the compression of A onto a suitable Krylov subspace. Such compression is usually comput...
| Автори: | , , |
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| Формат: | Journal article |
| Мова: | English |
| Опубліковано: |
Society for Industrial and Applied Mathematics
2024
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