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On the stability of basis construction in extended Krylov subspace methods

Lund, Kathryn et al.
arXiv (All) · Papers
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65f10numerical-analysis
Extended Krylov subspace methods (EKSMs) are a well known approach for approximating the action of a matrix function on a vector $f(A)\mathbf{b}$, and their block versions are often used for solving Lyapunov and Sylvester matrix equations. EKSMs produce Laurent approximations to the underlying opera
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