On monotonicity of the Lanczos approximation to the matrix exponential (Q947630): Difference between revisions
From MaRDI portal
Revision as of 16:59, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On monotonicity of the Lanczos approximation to the matrix exponential |
scientific article |
Statements
On monotonicity of the Lanczos approximation to the matrix exponential (English)
0 references
6 October 2008
0 references
The spectral Lanczos decomposition method is applied to the computation of \(u(t) = \exp(At)\varphi\), where \(A\) is a symmetric matrix and \(\varphi\) is a given unit vector. The results are applicable in exact arithmetic only since they use the minimal polynomial of \(\varphi\) relative to \(A\) which can be destroyed in the presence of rounding errors.
0 references
matrix exponential
0 references
Lanczos approximation
0 references
symmetric matrix
0 references
Krylov subspace
0 references
strictly monotonic convergence
0 references
total positivity
0 references
