A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions

Rational Arnoldi is a powerful method for approximating functions of large sparse matrices times a vector. The selection of asymptotically optimal parameters for this method is crucial for its fast convergence. We present and investigate a novel strategy for the automated parameter selection when th...

Повний опис

Бібліографічні деталі
Автори: Guettel, S, Knizhnerman, L
Формат: Report
Опубліковано: SIAM 2012