A residual based error estimate for Leja interpolation of matrix functions

DOI10.1016/J.LAA.2014.04.023zbMath1293.65075OpenAlexW2089231481MaRDI QIDQ2249730

Stefan Rainer, Peter Kandolf, Alexander Ostermann

Publication date: 3 July 2014

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2014.04.023

zbMATH Keywords

numerical examplesa posteriori error estimateexponential integratorsaction of matrix exponentialLeja interpolation\(\phi\) functionsmatrix residual

Mathematics Subject Classification ID

Numerical interpolation (65D05) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (5)

A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ Extraction and prediction of coherent patterns in incompressible flows through space-time koopman analysis ⋮ KIOPS: a fast adaptive Krylov subspace solver for exponential integrators ⋮ The Leja Method Revisited: Backward Error Analysis for the Matrix Exponential

Uses Software

• Expokit

Cites Work

• Unnamed Item
• Unnamed Item
• Fast Leja points
• A Krylov projection method for systems of ODEs
• Interpolating discrete advection--diffusion propagators at Leja sequences
• Comparison of software for computing the action of the matrix exponential
• Accurate evaluation of divided differences for polynomial interpolation of exponential propagators
• Residual, Restarting, and Richardson Iteration for the Matrix Exponential
• Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
• Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Expokit
• Exponential Integrators for Large Systems of Differential Equations
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Krylov subspace approximations for the exponential Euler method: error estimates and the harmonic Ritz approximant
• Functions of Matrices
• Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems

This page was built for publication: A residual based error estimate for Leja interpolation of matrix functions