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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.NA2024
Computing Functions of Symmetric Hierarchically Semiseparable Matrices
Angelo A. Casulli, Daniel Kressner, Leonardo Robol
The aim of this work is to develop a fast algorithm for approximating the matrix function of a square matrix that is symmetric and has hierarchically semiseparable (HSS)…