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...
| Những tác giả chính: | , |
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| Định dạng: | Report |
| Được phát hành: |
SIAM
2012
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