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08/15/2023
Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
We consider the problem of estimating the trace of a matrix function f(A...
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06/10/2023
Sketched and truncated polynomial Krylov methods: Evaluation of matrix functions
Among randomized numerical linear algebra strategies, so-called sketchin...
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04/27/2023
Structured level-2 condition numbers of matrix functions
Matrix functions play an increasingly important role in many areas of sc...
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03/02/2023
Sensitivity of matrix function based network communicability measures: Computational methods and a priori bounds
When analyzing complex networks, an important task is the identification...
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02/19/2023
The Fréchet derivative of the tensor t-function
The tensor t-function, a formalism that generalizes the well-known conce...
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08/24/2022
Randomized sketching for Krylov approximations of large-scale matrix functions
The computation of f(A)b, the action of a matrix function on a vector, i...
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05/27/2022
Krylov subspace restarting for matrix Laplace transforms
A common way to approximate F(A)b – the action of a matrix function on a...
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03/08/2022
Integral representations for higher-order Fréchet derivatives of matrix functions: Quadrature algorithms and new results on the level-2 condition number
We propose an integral representation for the higher-order Fréchet deriv...
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11/11/2021
Decay bounds for Bernstein functions of Hermitian matrices with applications to the fractional graph Laplacian
For many functions of matrices f(A), it is known that their entries exhi...
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09/03/2020
Analysis of probing techniques for sparse approximation and trace estimation of decaying matrix functions
The computation of matrix functions f(A), or related quantities like the...
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08/29/2020
Computing low-rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods
The Fréchet derivative L_f(A,E) of the matrix function f(A) plays an imp...
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08/26/2020
Low-rank updates of matrix functions II: Rational Krylov methods
This work develops novel rational Krylov methods for updating a large-sc...
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06/10/2020
