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

Author

Afanasjew, Martin, Eiermann, Michael, Ernst, Oliver G., and Güttel, Stefan

Subjects
*NUMERICAL analysis, *MATHEMATICAL analysis, *ASYMPTOTIC expansions, *BOUNDARY element methods
Abstract

Abstract: A new implementation of restarted Krylov subspace methods for evaluating for a function f, a matrix A and a vector 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 . [Copyright &y& Elsevier]

Published
2008
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