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Extended Krylov subspace for parameter dependent systems

Authors
Journal
Applied Numerical Mathematics
0168-9274
Publisher
Elsevier
Publication Date
Volume
60
Issue
5
Identifiers
DOI: 10.1016/j.apnum.2010.03.001
Keywords
  • Approximation Space
  • Krylov Subspace
  • Iterative Methods
  • Linear Systems
Disciplines
  • Mathematics

Abstract

Abstract The Extended Krylov subspace has recently received considerable attention as a powerful tool for matrix function evaluations and other problems involving large matrices. In this paper we show that this space has a great potential within projection-type methods for effectively solving several other important large-scale algebraic problems: we focus on the solution of shifted systems and of more general parameter-dependent matrix equations, and on the approximation of the transfer function by projection. Numerical experiments stemming from real applications show the effectiveness of the approach.

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