报告题目:Confluent Vandermonde with Arnoldi
报告时间:2022-07-19 14:30 - 16:00
报告人:张辉 副教授 西交利物浦大学
腾讯会议ID:125-166-460
报告入口:https://meeting.tencent.com/dm/TabPOPC7HCAo
Abstract: In this work, we extend the Vandermonde with Arnoldi method recently advocated by P. D. Brubeck, Y. Nakatsukasa and L. N. Trefethen [SIAM Review, 63 (2021) 405-415] to dealing with the confluent Vandermonde matrix. To apply the Arnoldi process, it is critical to find a Krylov subspace which generates the column space of the confluent Vandermonde matrix. A theorem is established for such Krylov subspaces for any order derivatives. This enables us to compute the derivatives of high degree polynomials to high precision. It also makes many applications involving derivatives possible, as illustrated by numerical examples.The preprint can be found at http://arxiv.org/abs/2207.01852.