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A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices (2006.05922v3)
Published 10 Jun 2020 in math.NA and cs.NA
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.