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Implementation of a restarted Krylov subspace method for the evaluation of matrix functions

✍ Scribed by Martin Afanasjew; Michael Eiermann; Oliver G. Ernst; Stefan Güttel

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
511 KB
Volume
429
Category
Article
ISSN
0024-3795

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✦ Synopsis

A new implementation of restarted Krylov subspace methods for evaluating f (A)b for a function f, a matrix A and a vector b is proposed. In contrast to an implementation proposed previously, it requires constant work and constant storage space per restart cycle. The convergence behavior of this scheme is discussed and a new stopping criterion based on an error indicator is given. The performance of the implementation is illustrated for three parabolic initial value problems, requiring the evaluation of exp(A)b.

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