Seminario: Rational Arnoldi Methods

Giovedì 8 Ottobre 2105, ore 14:30 - Aula 2AB45 - Lothar Reichel


Giovedì 8 Ottobre 2105 alle ore 14:30 in Aula 2AB45, Lothar Reichel (Kent State University - Ohio) terrà un seminario dal titolo "Rational Arnoldi Methods".

The standard Arnoldi method is one of the most popular schemes for reducing a large matrix A to a small one.
The method requires the evaluation of matrix-vector products with A.
Rational Arnoldi methods reduce the matrix A by both evaluating matrix-vector products and solving linear systems
of equations with A.
Rational Arnoldi methods are attractive to use when A has a structure that allows efficient solution linear systems
of equations with A. They are commonly applied to the computation of an invariant subspace of A and to the
approximation of matrix functions.
We discuss implementations of rational Arnoldi methods and compares their properties.