6 papers
Uniform-in-time rational approximation of the matrix exponential with real poles
Stefan Güttel, Shuai Shao
We propose two new approaches for constructing families of rational functions with shared real poles that nearly uniformly approximate the functions for and $…
Sketch-and-Restart: Randomized Sketching in Quadrature-Based Restarting for Matrix Functions
Stefan Güttel, Jingyu Liu, Lauri Nyman
We develop a sketch-and-restart framework for computing the action of a matrix function on a vector, , where is large, sparse, and non-Hermitian. The framework combines…
Scalable parallel 3-D TEM inversion via rational approximation of the matrix exponential
Ralph-Uwe Börner, Stefan Güttel, Thomas Günther
We present a novel parallel implementation for large-scale three-dimensional electromagnetic inversion based on a Gauss-Newton framework combined with a rational near-best approxim…
Concentrated real-pole uniform-in-time approximation of the matrix exponential
Stefan Güttel, Shuai Shao
We propose an asympotically optimal choice of shared concentrated real poles of a family of rational approximants of time-dependent exponential functions for …
Stabilizing randomized GMRES through flexible GMRES
Stefan Güttel, John W. Pearson
We explore the use of flexible GMRES as an outer wrapper for sketched GMRES. Building on a new bound for the residual of FGMRES in terms of the residual of the preconditioner, we d…
A Sherman--Morrison--Woodbury approach to solving least squares problems with low-rank updates
Stefan Güttel, Yuji Nakatsukasa, Marcus Webb +1
We present a simple formula to update the pseudoinverse of a full-rank rectangular matrix that undergoes a low-rank modification, and demonstrate its utility for solving least squa…