Extended Krylov subspace for parameter dependent systems

• Autores: Valeria Simoncini
• Localización: Applied numerical mathematics, ISSN-e 0168-9274, Vol. 60, Nº. 5, 2010, págs. 550-560
• Idioma: inglés
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• Resumen

  • 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.