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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…
math.NA2023
A sketch-and-select Arnoldi process
Stefan Güttel, Igor Simunec
A sketch-and-select Arnoldi process to generate a well-conditioned basis of a Krylov space at low cost is proposed. At each iteration the procedure utilizes randomized sketching to…