论文标题

比较遗传学矩阵stieltjes函数的有限内存Krylov方法

A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices

论文作者

Güttel, Stefan, Schweitzer, Marcel

论文摘要

鉴于有限的内存和目标精度,我们提出并比较了几种多项式Krylov方法,即F(a)B的近似值,这是vector上大型Hermitian矩阵的stieltjes矩阵函数的作用。使用新的错误界限和估计以及现有结果,我们得出了对方法的实际性能的预测,并将其进行相应的排名。作为副产品,我们在矩阵函数的不精确krylov迭代中得出了新的结果,以便对有理学的Krylov方法与多项式内溶液进行公平比较。

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.

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