Seminar series
Date
Tue, 13 Jun 2023
14:30
14:30
Location
L3
Speaker
Taejun Park
Organisation
University of Oxford
The computation of matrix function is an important task appearing in many areas of scientific computing. We propose two algorithms, one for banded matrices and the other for general sparse matrices that approximate f(A) using matrix-vector products only. Our algorithms are inspired by the decay bound for the entries of f(A) when A is banded or sparse. We show its exponential convergence when A is banded or sufficiently sparse and we demonstrate its performance using numerical experiments.