Acceleration Techniques for Approximating the Matrix Exponential Operator
From MaRDI portal
Publication:3624859
DOI10.1137/060672856zbMath1168.65021OpenAlexW2028948789MaRDI QIDQ3624859
Marina Popolizio, Valeria Simoncini
Publication date: 30 April 2009
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/fe71600be6298e1ccbb729b8929237ead8f61f86
numerical resultsconvergence accelerationiterative methodslarge matricessubspace projectionsmatrix exponentialpartial fraction expansionKrylov subspacemethod
Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10)
Related Items
Efficient approximation of functions of some large matrices by partial fraction expansions, Null space correction and adaptive model order reduction in multi-frequency Maxwell's problem, Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential, Adaptive model order reduction for the Jacobian calculation in inverse multi-frequency problem for Maxwell's equations, A family of Adams exponential integrators for fractional linear systems, Solving Rank-Structured Sylvester and Lyapunov Equations, Solving the time-fractional Schrödinger equation by Krylov projection methods, Acceleration of contour integration techniques by rational Krylov subspace methods, A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching, Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators, Inexact rational Krylov Subspace methods for approximating the action of functions of matrices, A shifted block FOM algorithm with deflated restarting for matrix exponential computations, On the use of matrix functions for fractional partial differential equations, A space-time adaptive finite element method with exponential time integrator for the phase field model of pitting corrosion, On stochasticity preserving methods for the computation of the matrix \(p\)th root, Rational approximation to trigonometric operators, Rational Lanczos approximations to the matrix square root and related functions, Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models, Resolvent Krylov subspace approximation to operator functions, Exponential quadrature rules for linear fractional differential equations, Inexact rational Krylov method for evolution equations, A rational approximation scheme for computing Mittag-Leffler function with discrete elliptic operator as input, A fast algorithm for parabolic PDE-based inverse problems based on Laplace transforms and flexible Krylov solvers, A new investigation of the extended Krylov subspace method for matrix function evaluations, A Note on Krylov Methods for Fractional Evolution Problems, Shift-and-Invert Krylov Methods for Time-Fractional Wave Equations, Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection, Automatic Smoothness Detection of the Resolvent Krylov Subspace Method for the Approximation of $C_0$-Semigroups
Uses Software
