Abstract:
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Matrix functions have become a central topic in linear algebra, and many
problems of their numerical approximation appear often in scientific computing.
This thesis concerns with matrix functions times a vector with a
special attention in the matrix logarithm case. In many applications the original
matrix may be large, sparse or structured. In this case evaluating the
matrix function times a vector by first computing the full matrix function
is usually unfeasible, so that it has sense to approximate the solution saving
storage and computational time. Looking into the literature in numerical linear
algebra, the standard approach for computing the matrix function times
a vectors directly is based on a polynomial Krylov subspace approach that
only requires matrix–vector products of the original matrix. This project
deals with rational Krylov subspace which have been used recently in this
context though it was originally presented for eigenvalue problem in the 90s. |