Kathryn Lund

On the stability of basis construction in extended Krylov subspace methods

Extended Krylov subspace methods (EKSMs) are a well known approach for approximating the action of a matrix function on a vector $f(A)\mathbf{b}$, and their block versions are often used for solving Lyapunov and Sylvester matrix equations. EKSMs produce Laurent approximations to the underlying operator, which are gener...