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math.NA2024
A low-memory Lanczos method with rational Krylov compression for matrix functions
Angelo A. Casulli, Igor Simunec
In this work we introduce a memory-efficient method for computing the action of a Hermitian matrix function on a vector. Our method consists of a rational Lanczos algorithm combine…
math.NA2023
Error bounds for the approximation of matrix functions with rational Krylov methods
Igor Simunec
We obtain an expression for the error in the approximation of and with rational Krylov methods, where is a symmetri…