On Friday 6 July 2018 18:46:56 CEST Jose E. Roman wrote:
> 
> > El 6 jul 2018, a las 16:37, Gard Spreemann <[email protected]> 
> > escribió:
> > 
> > On Friday 6 July 2018 16:18:27 CEST Jose E. Roman wrote:
> >> SLEPc's default eigensolver 'krylovschur' does this kind of computation 
> >> repeatedly, in an outer loop (the restarts) until eigenvalues are 
> >> converged. If you call EPSSolve() with -eps_max_it 1 to avoid any restarts 
> >> then you will get something similar to what you want. The computed basis 
> >> can be retrieved with EPSGetBV(). However, this is not the intended usage, 
> >> and hence it is not documented. You will have to look at the source code 
> >> and see what is being computed.
> > 
> > Thank you. I'll have a look and see if I can make sense of it.
> > 
> > I had the impression that it's only possible to set the *maximum*
> > dimension of the Krylov subspaces used though. Is that the case? I'd
> > need to set the dimensionality exactly.
> 
> The dimension of the Krylov subspace is controlled by means of the ncv 
> parameter 
> http://slepc.upv.es/documentation/current/docs/manualpages/EPS/EPSSetDimensions.html

Thanks. That could be a way out then.

> >> What do you need this for?
> > 
> > I need to compute some good approximations of (the action of) certain
> > polynomials of a matrix (on a vector). Looking around, it seems there
> > are some very nice approximations available if one has an orthonormal
> > basis for the Krylov subspaces up to power equal to the degree of the
> > polynomial in question.
> 
> If you can explicitly compute the coefficients of the polynomial (in the 
> monomial basis) you could also consider using SLEPc's MFN module, that 
> computes f(A)*v where f can be a polynomial.

Hmm, do these functions actually compute (the matrices involved in)
the full polynomial, or do they do some clever approximation? I
believe my matrices will often see a lot of sparsity reduction when
one takes a large power of them.

 Best,
 Gard

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