Error estimates for Krylov subspace approximations of matrix exponentials
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The paper derives a better upper estimate of the error for the Krylov subspace approximations to the exponential of a large matrix than that given ealier in the literature. The method is based on Chebyshev series approximations. Numerical examples illustrate the theoretical results.
Recommendations
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Cites work
Cited in
(21)- Approximation of matrix operators applied to multiple vectors
- Sharp error bounds of some Krylov subspace methods for non-Hermitian linear systems
- A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions
- Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
- Approximation accuracy of the Krylov subspaces for linear discrete ill-posed problems
- A posteriori error estimates of Krylov subspace approximations to matrix functions
- \textit{TimeEvolver}: a program for time evolution with improved error bound
- Efficient computation of the exponential operator for large, sparse, symmetric matrices
- Index-aware model order reduction for differential-algebraic equations
- Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
- Error Estimates for Polynomial Krylov Approximations to Matrix Functions
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- scientific article; zbMATH DE number 2058213 (Why is no real title available?)
- Krylov subspace approximations for the exponential Euler method: error estimates and the harmonic Ritz approximant
- Error bounds for the Krylov subspace methods for computations of matrix exponentials
- Approximating the large sparse matrix exponential using incomplete orthogonalization and Krylov subspaces of variable dimension.
- A new approach for determining the time step when propagating with the Lanczos algorithm
- Backword error bounds for approximate Krylov subspaces
- Coarse Grid Corrections in Krylov Subspace Evaluations of the Matrix Exponential
- On low-rank tensor train approximability for linear nearest neighbor systems
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