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arXiv:2401.03330 [math.NA]AbstractReferencesReviewsResources

Extended block Hessenberg process for the evaluation of matrix functions

A. H. Bentbib, M. EL Ghomari, K. Jbilou, EL. M. Sadek

Published 2024-01-06Version 1

In the present paper, we propose a block variant of the extended Hessenberg process for computing approximations of matrix functions and other problems producing large-scale matrices. Applications to the computation of a matrix function such as f(A)V, where A is an nxn large sparse matrix, V is an nxp block with p<<n, and f is a function are presented. Solving shifted linear systems with multiple right hand sides are also given. Computing approximations of these matrix problems appear in many scientific and engineering applications. Different numerical experiments are provided to show the effectiveness of the proposed method for these problems.

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