Acceleration of contour integration techniques by rational Krylov subspace methods

Abstract

We suggest a rational Krylov subspace approximation for products of matrix functions and a vector appearing in exponential integrators. We consider matrices with a field-of-values in a sector lying in the left complex half-plane. The choice of the poles for our method is suggested by a fixed rational approximation based on contour integration along a hyperbola around the sector. Compared to the fixed approximation, our rational Krylov subspace method exhibits an accelerated and more stable convergence of order O(e−Cn).