The global extended-rational Arnoldi method for matrix function approximation

A. H. Bentbib, M. El Ghomari, K. Jbilou

The numerical computation of matrix functions such as $f(A)V$, where $A$ is an $n\times n$ large and sparse square matrix, $V$ is an $n\times p$ block with $p\ll n$ and $f$ is a n…