3 papers
math.NA2026
Accelerating a restarted Krylov method for matrix functions with randomization
Nicolas L. Guidotti, Per-Gunnar Martinsson, Juan A. Acebrón +1
Many scientific applications require the evaluation of the action of the matrix function over a vector and the most common methods for this task are those based on the Krylov subsp…
cs.DS2024
A Fast Monte Carlo algorithm for evaluating matrix functions with application in complex networks
Nicolas L. Guidotti, Juan A. Acebrón, José Monteiro
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expa…
math.NA2024
Sensitivity analysis of fractional linear systems based on random walks with negligible memory usage
Andrés Centeno, Juan A. Acebrón, José Monteiro
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), a…