scholarly journals Randomized block Krylov methods for approximating extreme eigenvalues

Author(s):  
Joel A. Tropp
1988 ◽  
Author(s):  
Doug Baxter ◽  
Joel Saltz ◽  
Martin Schultz ◽  
Stan Eisenstat ◽  
Kay Crowley

Author(s):  
Michele Benzi ◽  
Igor Simunec

AbstractIn this paper we propose a method to compute the solution to the fractional diffusion equation on directed networks, which can be expressed in terms of the graph Laplacian L as a product $$f(L^T) \varvec{b}$$ f ( L T ) b , where f is a non-analytic function involving fractional powers and $$\varvec{b}$$ b is a given vector. The graph Laplacian is a singular matrix, causing Krylov methods for $$f(L^T) \varvec{b}$$ f ( L T ) b to converge more slowly. In order to overcome this difficulty and achieve faster convergence, we use rational Krylov methods applied to a desingularized version of the graph Laplacian, obtained with either a rank-one shift or a projection on a subspace.


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