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Rational Krylov methods for Stielthes functions

This repository contains the code used for performing the numerical experiments in [1]; the experiments are included in the following M-files:

  • experiment_cauchy_1D.m
  • experiment_cauchy_2D.m
  • experiment_laplace_1D.m
  • experiment_laplace_2D.m

Note: rktoolbox is required to run the experiments. Please download it and add it to the path before proceeding.

References:

[1] Rational Krylov for Stieltjes matrix functions: convergence and pole selection, S. Massei and L. Robol, 2019.

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