An interpolatory approximation of the matrix exponential based on Faber polynomials

DOI10.1016/S0377-0427(00)00261-2zbMath0983.65057MaRDI QIDQ5939879

Igor Moret, Paolo Novati

Publication date: 1 May 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

interpolationnumerical examplesinitial value problemsFaber polynomialsmatrix exponentials

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (18)

A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions ⋮ Interpolating discrete advection--diffusion propagators at Leja sequences ⋮ Backward error analysis of polynomial approximations for computing the action of the matrix exponential ⋮ Accurate evaluation of divided differences for polynomial interpolation of exponential propagators ⋮ A massively parallel exponential integrator for advection-diffusion models ⋮ Conformal Mapping via a Density Correspondence for the Double-Layer Potential ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ APPROXIMATION OF THE LINEAR COMBINATION OF <i>φ</i>-FUNCTIONS USING THE BLOCK SHIFT-AND-INVERT KRYLOV SUBSPACE METHOD ⋮ New efficient substepping methods for exponential timestepping ⋮ The LEM exponential integrator for advection-diffusion-reaction equations ⋮ Properties and examples of Faber-Walsh polynomials ⋮ Preconditioning linear systems via matrix function evaluation ⋮ ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations ⋮ Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions ⋮ Preconditioning the Helmholtz equation with the shifted Laplacian and Faber polynomials ⋮ A new investigation of the extended Krylov subspace method for matrix function evaluations ⋮ A posteriori error estimates of Krylov subspace approximations to matrix functions ⋮ A polynomial method based on Fejér points for the computation of functions of unsymmetric matrices

Uses Software

• SCPACK

Cites Work

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• Faber Polynomials and the Faber Series

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