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arXiv · 1802.05759

A Krylov subspace method for the approximation of bivariate matrix functions

Daniel Kressner
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Abstract

Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fréchet derivative. In this work, we propose a novel tensorized Krylov subspace method for approximating such bivariate matrix functions and analyze its convergence. While this method is already known for some instances, our analysis appears to result in new convergence estimates and insights for all but one instance, Sylvester matrix equations.

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Daniel Kressner. 2018-02-20. A Krylov subspace method for the approximation of bivariate matrix functions. https://arxiv.org/abs/1802.05759

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