Efficient and Stable Arnoldi Restarts for Matrix Functions Based on Quadrature
Efficient and Stable Arnoldi Restarts for Matrix Functions Based on Quadrature
When using the Arnoldi method for approximating $f(A){\mathbf b}$, the action of a matrix function on a vector, the maximum number of iterations that can be performed is often limited by the storage requirements of the full Arnoldi basis. As a remedy, different restarting algorithms have been proposed in the …