A posteriori error estimates of Krylov subspace approximations to matrix functions (Q2346271): Difference between revisions

The paper deals with the computation of a matrix function times a vector, \(f(A)v\), by Krylov subspace methods, where \(A\) is a square matrix, possibly large and sparse or structured, with \(f\) satisfying certain smoothness conditions. Let \(\hat{f}_m\) denote the approximation to \(f(A)v\) given the Krylov-like subspace method and let \(E_m(f)=f(A)v-\hat{f}_m\) be the corresponding error. By introducing certain functions \(\phi_k(z)\) defined recursively from \(f(z)\), a series expansion to the error \(E_m(f)\) is derived and in this way an old result by Saad on the Arnoldi approximation to the matrix exponential times a vector is generalized. An important contribution of the paper is to show that the first term of such an expansion provides a reliable estimate to the error. Particular emphasis is devoted to the matrix exponential and to Hermitian matrices. Some numerical examples are presented to confirm that the proposed a posteriori error estimates are effective at least for the matrix exponential, matrix cosine and matrix sine functions. It should be noticed that theorems are not numbered, which makes some parts of the paper difficult to understand.