A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
(2006.05922)Abstract
Given a limited amount of memory and a target accuracy, we propose and compare several polynomial Krylov methods for the approximation of f(A)b, the action of a Stieltjes matrix function of a large Hermitian matrix on a vector. Using new error bounds and estimates, as well as existing results, we derive predictions of the practical performance of the methods, and rank them accordingly. As by-products, we derive new results on inexact Krylov iterations for matrix functions in order to allow for a fair comparison of rational Krylov methods with polynomial inner solves.
We're not able to analyze this paper right now due to high demand.
Please check back later (sorry!).
Generate a summary of this paper on our Pro plan:
We ran into a problem analyzing this paper.