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.