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Topics in the computation of matrix functions
Decay bounds and probing methods
Probing methods for trace estimation
Acknowledgments
Introduction
Notation
Functions of matrices
Completely monotonic functions and related classes
Krylov subspace methods
Restarted and sketched Krylov methods for matrix functions
Restarted Krylov subspace methods
Krylov methods with randomized sketching
Fréchet derivatives and low-rank updates of matrix functions
Fréchet derivatives of matrix functions
Updating matrix functions subject to low-rank modifications
Further comments on the connection between the two topics of this chapter
Decay bounds and probing methods
Decay bounds for matrix functions
Probing methods for trace estimation
Contributions to each publication by the author
Habilitation Thesis
Topics in the computation of matrix functions : Fréchet derivatives, low-rank updates, decay bounds and limited-memory algorithms / Marcel Schweitzer
Place and Date of Creation
Wuppertal
2025
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