Computing approximate extended Krylov subspaces without explicit inversion
Thomas Mach, Miroslav S. Pranić, Raf Vandebril · Lirias · 2013
Extended Krylov subspaces have been proven to be useful for many applications, like the approximation of matrix functions or the solution of matrix equations. It will be shown that extended Krylov subspaces —under some assumptions— can be retrieved without any explicit inversion or system solves involved. Instead we do the necessary computations of A^{-1} v in an implicit way using the information from an enlarged standard Krylov subspace.