On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems (Q414665): Difference between revisions

The authors obtain an extension of the rational Krylov subspace algorithm from the computation of the action of the matrix exponential to the solution of certain stable dynamical systems. It is proved that the reduced equation is stable as well as a derivation is obtained of an a priori error bound by applying rational approximation. The results are used to an infinite order problem which comes out in the study of a dispersive Maxwell's system. The results are proved explicitly and three appendices are included which make the reader appreciate the subject.