Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
To approximate $f(A){b}$---the action of a matrix function on a vector---by a Krylov subspace method, restarts may become mandatory due to storage requirements for the Arnoldi basis or due to the growing computational complexity of evaluating $f$ on a Hessenberg matrix of growing size. A number of restarting methods have …