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math.NA2023
Structured level-2 condition numbers of matrix functions
Bahar Arslan, Samuel D. Relton, Marcel Schweitzer
Matrix functions play an increasingly important role in many areas of scientific computing and engineering disciplines. In such real-world applications, algorithms working in float…
math.NA2020
Computing low-rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods
Peter Kandolf, Antti Koskela, Samuel D. Relton +1
The Fréchet derivative of the matrix function plays an important role in many different applications, including condition number estimation and network analysis.…
math.NA2020
Sampling of Stochastic Differential Equations using the Karhunen-Loève Expansion and Matrix Functions
Antti Koskela, Samuel D. Relton
We consider linearizations of stochastic differential equations with additive noise using the Karhunen-Loève expansion. We obtain our linearizations by truncating the expansion and…