Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4645772 | Applied Numerical Mathematics | 2010 | 11 Pages |
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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