2014.28: Convergence of restarted Krylov subspace methods for Stieltjes functions of matrices
2014.28: Frommer Andreas, Güttel Stefan and Schweitzer Marcel (2014) Convergence of restarted Krylov subspace methods for Stieltjes functions of matrices.
There is a more recent version of this eprint available. Click here to view it.
Full text available as:
|PDF - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader|
To approximate f(A)b---the action of a matrix function on a vector---by a Krylov subspace method, restarts may become mandatory due to storage requirements for the Arnoldi basis or due to the growing computational complexity of evaluating f on a Hessenberg matrix of growing size. A number of restarting methods have been proposed in the literature in recent years and there has been substantial algorithmic advancement concerning their stability and computational efficiency. However, the question under which circumstances convergence of these methods can be guaranteed has remained largely unanswered. In this paper we consider the class of Stieltjes functions and a related class, which contains important functions like the (inverse) square root and the matrix logarithm. For these classes of functions we present new theoretical results which prove convergence for Hermitian positive definite matrices A and arbitrary restart lengths. We also propose a modification of the Arnoldi approximation which guarantees convergence for the same classes of functions and any restart length if A is not necessarily Hermitian but positive real.
|Item Type:||MIMS Preprint|
This item is also available from the maths preprint server of the Bergische UniversitÃ¤t Wuppertal:
|Uncontrolled Keywords:||matrix functions, Krylov subspace methods, restarted Arnoldi method, conjugate gradient method, shifted linear systems, shifted GMRES method, harmonic Ritz values|
|Subjects:||MSC 2000 > 65 Numerical analysis|
|Deposited By:||Stefan Güttel|
|Deposited On:||18 June 2014|
Available Versions of this Item
- Convergence of restarted Krylov subspace methods for Stieltjes functions of matrices (deposited 01 October 2014)
- Convergence of restarted Krylov subspace methods for Stieltjes functions of matrices (deposited 18 June 2014) [Currently Displayed]