An inexact shift‐and‐invert Arnoldi algorithm for Toeplitz matrix exponential

DOI10.1002/NLA.1992zbMath1363.65087arXiv1503.04886OpenAlexW1913845774MaRDI QIDQ3466267

Tingting Feng, Gang Wu, Yi-Min Wei

Publication date: 1 February 2016

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04886

zbMATH Keywords

algorithmstabilitynumerical experimentscondition numberToeplitz matrixMatlabmatrix exponentialGohberg-Semencul formulashift-and-invert Arnoldi method

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Toeplitz, Cauchy, and related matrices (15B05) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (8)

The stability of formulae of the Gohberg-Semencul-Trench type for Moore-Penrose and group inverses of Toeplitz matrices ⋮ A shifted block FOM algorithm with deflated restarting for matrix exponential computations ⋮ An Inexact Shift-and-Invert Arnoldi Algorithm for Large Non-Hermitian Generalised Toeplitz Eigenproblems ⋮ On the exponential of semi-infinite quasi-Toeplitz matrices ⋮ A Gohberg-Semencul type formula for the inverse of conjugate-Toeplitz matrix and applications ⋮ A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation ⋮ Inexact rational Krylov method for evolution equations ⋮ A note on the structured perturbation analysis for the inversion formula of Toeplitz matrices

Uses Software

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