FUNM_QUAD: An implementation of a stable quadrature-based restarted Arnoldi method for matrix functions

Andreas, Frommer and Stefan, Güttel and Marcel, Schweitzer (2015) FUNM_QUAD: An implementation of a stable quadrature-based restarted Arnoldi method for matrix functions. [MIMS Preprint]

[img] PDF
funm_quad.pdf

Download (100kB)

Abstract

This short note gives an overview of the FUNM_QUAD Matlab code which implements the restarted Arnoldi algorithm described in [A. Frommer, S. Güttel, M. Schweitzer: Efficient and stable Arnoldi restarts for matrix functions based on quadrature, SIAM J. Matrix Anal. Appl., 35 (2014), pp. 1602--1624].

Item Type: MIMS Preprint
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User: Stefan Güttel
Date Deposited: 26 Feb 2015
Last Modified: 08 Nov 2017 18:18
URI: http://eprints.maths.manchester.ac.uk/id/eprint/2266

Actions (login required)

View Item View Item