Seminario di analisi numerica
ore
11:00
presso Seminario II
Parameter Optimization for Rational Krylov Methods and Applications
Some problems in scientific computing, like the forward simulation of
electromagnetic waves in geophysical prospecting, can be solved via
approximation of f(A)b, the action of a large matrix function f(A)
onto a vector b. Rational Krylov methods are very popular for these
computations, and the choice of parameters in these methods is an
active area of research. We provide an overview of different
approaches for obtaining (in some sense) optimal parameters, with an
emphasis on the exponential and resolvent function, and the square
root. If time permits, we also discuss a surprising new application of
the rational Arnoldi method for generating near-optimal absorbing
boundary layers for indefinite Helmholtz problems.