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• W2078440628 abstract "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 the function to be approximated is of Cauchy–Stieltjes (or Markov) type, such as the matrix square root or the logarithm. The performance of this approach is demonstrated by numerical examples involving symmetric and nonsymmetric matrices. These examples suggest that our black-box method performs at least as well, and typically better, as the standard rational Arnoldi method with parameters being manually optimized for a given matrix." @default.
• W2078440628 created "2016-06-24" @default.
• W2078440628 creator A5031659683 @default.
• W2078440628 creator A5082852246 @default.
• W2078440628 date "2013-01-19" @default.
• W2078440628 modified "2023-09-24" @default.
• W2078440628 title "A black-box rational Arnoldi variant for Cauchy–Stieltjes matrix functions" @default.
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• W2078440628 doi "https://doi.org/10.1007/s10543-013-0420-x" @default.
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