Field-of-values analysis of augmented Krylov methods for matrix $φ$-function actions

Abstract

We revisit established Krylov subspace methods for linear combinations of matrix $φ$-function actions from the viewpoint of the block triangular formulation of Al-Mohy and Liu [SIAM J. Sci. Comput., 48 (2026), pp. A726--A747]. In algorithms such as KIOPS [J. Comput. Phys., 372 (2018), pp. 236--255], one uses an augmentation approach based on evaluating the exponential of a slightly larger matrix that contains the operant vectors in its off-diagonal block, and its field of values may therefore grow substantially with these vectors. Typical convergence estimates for Krylov subspace methods result from bounding the error of polynomial approximations for the exponential on the field of values, so that only very pessimistic convergence estimates are available for these methods, in spite of their good practical performance. In contrast, the larger block formulation established by Al-Mohy and Liu involves an operator whose field of values is independent of the operant vectors, leading to more favorable convergence bounds. We work out the details of how these two approaches are connected to each other, which allows us to transfer the convergence bounds from the latter to the former, thus better explaining the observed performance.