Efficient and Stable Arnoldi Restarts for Matrix Functions Based on Quadrature

When using the Arnoldi method for approximating f(A)b, the action of a matrix function on a vector, the maximum number of iterations that can be performed is often limited by the storage requirements of the full Arnoldi basis. As a remedy, different restarting algorithms have been proposed in the literature, none of which was universally applicable… CONTINUE READING