The AAA algorithm for rational approximation

Y Nakatsukasa, O Sète, LN Trefethen - SIAM Journal on Scientific Computing, 2018 - SIAM
We introduce a new algorithm for approximation by rational functions on a real or complex
set of points, implementable in 40 lines of MATLAB and requiring no user input parameters …

NLEIGS: A class of fully rational Krylov methods for nonlinear eigenvalue problems

S Guttel, R Van Beeumen, K Meerbergen… - SIAM Journal on Scientific …, 2014 - SIAM
A new rational Krylov method for the efficient solution of nonlinear eigenvalue problems,
A(λ)x=0, is proposed. This iterative method, called fully rational Krylov method for nonlinear …

Efficient and stable Arnoldi restarts for matrix functions based on quadrature

A Frommer, S Güttel, M Schweitzer - SIAM Journal on Matrix Analysis and …, 2014 - SIAM
When using the Arnoldi method for approximating f(A)\mathbfb, the action of a matrix
function on a vector, the maximum number of iterations that can be performed is often limited …

Randomized sketching for Krylov approximations of large-scale matrix functions

S Güttel, M Schweitzer - SIAM Journal on Matrix Analysis and Applications, 2023 - SIAM
The computation of, the action of a matrix function on a vector, is a task arising in many
areas of scientific computing. In many applications, the matrix is sparse but so large that only …

Near-optimal perfectly matched layers for indefinite Helmholtz problems

V Druskin, S Güttel, L Knizhnerman - siam REVIEW, 2016 - SIAM
A new construction of an absorbing boundary condition for indefinite Helmholtz problems on
unbounded domains is presented. This construction is based on a near-best uniform rational …

Decay bounds for functions of Hermitian matrices with banded or Kronecker structure

M Benzi, V Simoncini - SIAM Journal on Matrix Analysis and Applications, 2015 - SIAM
We present decay bounds for completely monotonic functions of Hermitian matrices, where
the matrix argument is banded or a Kronecker sum of banded matrices. This class includes …

Localization in matrix computations: theory and applications

M Benzi, D Bini, D Kressner, H Munthe-Kaas… - … hidden structure in …, 2016 - Springer
Many important problems in mathematics and physics lead to (non-sparse) functions,
vectors, or matrices in which the fraction of nonnegligible entries is vanishingly small …

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

S Massei, L Robol - BIT Numerical Mathematics, 2021 - Springer
Evaluating the action of a matrix function on a vector, that is x= f (M) vx= f (M) v, is an
ubiquitous task in applications. When MM is large, one usually relies on Krylov projection …

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

S Güttel, M Schweitzer - SIAM Journal on Matrix Analysis and Applications, 2021 - SIAM
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 …

Low-rank updates of matrix functions II: Rational Krylov methods

B Beckermann, A Cortinovis, D Kressner… - SIAM Journal on …, 2021 - SIAM
This work develops novel rational Krylov methods for updating a large-scale matrix function
f(A) when A is subject to low-rank modifications. It extends our previous work in this context …