Computing low-rank approximations of the Frechet derivative of a matrix function using Krylov subspace methods

Peter Kandolf; Antti Koskela; Samuel D. Relton; Marcel Schweitzer

doi:10.1002/nla.2401

Computing low-rank approximations of the Frechet derivative of a matrix function using Krylov subspace methods

Peter Kandolf, Antti Koskela, Samuel D. Relton, Marcel Schweitzer

Department of Computer Science

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Article number	2401
Journal	Numerical Linear Algebra with Applications
Volume	28
Issue number	6
Number of pages	31
ISSN	1070-5325
DOIs	https://doi.org/10.1002/nla.2401
Publication status	Published - Dec 2021
MoE publication type	A1 Journal article-refereed

Fields of Science

Frechet derivative
Krylov subspace
matrix exponential
matrix function
Stieltjes function
AHEAD LANCZOS-ALGORITHM
EXPONENTIAL INTEGRATORS
ITERATIVE METHOD
SIGN-FUNCTION
IMPLEMENTATION
CONVERGENCE
ACTYS-1-GO
OPERATOR
VARIANT
113 Computer and information sciences

Access to Document

10.1002/nla.2401Licence: CC BY-NC-ND

FrechetFinal published version, 1.06 MBLicence: CC BY-NC-ND

Cite this

@article{5e2431f259cc4a91b2d75777d60cdae0,

title = "Computing low-rank approximations of the Frechet derivative of a matrix function using Krylov subspace methods",

keywords = "Frechet derivative, Krylov subspace, matrix exponential, matrix function, Stieltjes function, AHEAD LANCZOS-ALGORITHM, EXPONENTIAL INTEGRATORS, ITERATIVE METHOD, SIGN-FUNCTION, IMPLEMENTATION, CONVERGENCE, ACTYS-1-GO, OPERATOR, VARIANT, 113 Computer and information sciences",

author = "Peter Kandolf and Antti Koskela and Relton, {Samuel D.} and Marcel Schweitzer",

year = "2021",

month = dec,

doi = "10.1002/nla.2401",

language = "English",

volume = "28",

journal = "Numerical Linear Algebra with Applications",

issn = "1070-5325",

publisher = "John Wiley & Sons Ltd. ",

number = "6",

}

TY - JOUR

T1 - Computing low-rank approximations of the Frechet derivative of a matrix function using Krylov subspace methods

AU - Kandolf, Peter

AU - Koskela, Antti

AU - Relton, Samuel D.

AU - Schweitzer, Marcel

PY - 2021/12

Y1 - 2021/12

KW - Frechet derivative

KW - Krylov subspace

KW - matrix exponential

KW - matrix function

KW - Stieltjes function

KW - AHEAD LANCZOS-ALGORITHM

KW - EXPONENTIAL INTEGRATORS

KW - ITERATIVE METHOD

KW - SIGN-FUNCTION

KW - IMPLEMENTATION

KW - CONVERGENCE

KW - ACTYS-1-GO

KW - OPERATOR

KW - VARIANT

KW - 113 Computer and information sciences

U2 - 10.1002/nla.2401

DO - 10.1002/nla.2401

M3 - Article

SN - 1070-5325

VL - 28

JO - Numerical Linear Algebra with Applications

JF - Numerical Linear Algebra with Applications

IS - 6

M1 - 2401

ER -