Error Bounds for the Lanczos Methods for Approximating Matrix Exponentials

DOI10.1137/11085935XzbMath1276.65027OpenAlexW1964074933MaRDI QIDQ4918796

Qiang Ye

Publication date: 6 May 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/11085935x

zbMATH Keywords

convergencenumerical examplesLanczos methodcondition numbererror boundssparse matrixKrylov subspace methodmatrix exponential

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (9)

Decay Bounds for Functions of Hermitian Matrices with Banded or Kronecker Structure ⋮ Error Bounds for the Krylov Subspace Methods for Computations of Matrix Exponentials ⋮ Localization in Matrix Computations: Theory and Applications ⋮ \textit{TimeEvolver}: a program for time evolution with improved error bound ⋮ Stochastic evolution systems with constant coefficients ⋮ Decay properties for functions of matrices over \(C^\ast\)-algebras ⋮ Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices ⋮ Nonoverlapping localized exponential time differencing methods for diffusion problems ⋮ A posteriori error estimates of Krylov subspace approximations to matrix functions

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