On monotonicity of the Lanczos approximation to the matrix exponential (Q947630)
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| Language | Label | Description | Also known as |
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| English | On monotonicity of the Lanczos approximation to the matrix exponential |
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On monotonicity of the Lanczos approximation to the matrix exponential (English)
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6 October 2008
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The spectral Lanczos decomposition method is applied to the computation of \(u(t) = \exp(At)\varphi\), where \(A\) is a symmetric matrix and \(\varphi\) is a given unit vector. The results are applicable in exact arithmetic only since they use the minimal polynomial of \(\varphi\) relative to \(A\) which can be destroyed in the presence of rounding errors.
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matrix exponential
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Lanczos approximation
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symmetric matrix
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Krylov subspace
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strictly monotonic convergence
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total positivity
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