On the Error in QR Integration

DOI10.1137/06067818XMaRDI QIDQ3631911zbMATH OpenOpenAlexFDO

Authors Luca Dieci, E. Van Vleck

Publication date 22 June 2009

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

Full work available at URL https://doi.org/10.1137/06067818x

zbMATH Keywords

backward error analysiserror boundsforward error analysisintegral separationLyapunov exponentsorthogonal integrationQR methodsQR-factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)

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Cited in

(16)

• Approximating Lyapunov exponents and Sacker-Sell spectrum for retarded functional differential equations
• On the error in computing Lyapunov exponents by QR methods
• On the error in the product QR decomposition
• Root following in Evans function computation
• Piecewise Smooth Orthonormal Factors for Fundamental Solution Matrices
• Evans function computation for the stability of travelling waves
• Projected Shadowing-Based Data Assimilation
• A simple technique for calculation of numerical integration errors for physically meaningful functions
• Fluid deformation in random steady three-dimensional flow
• A step-size selection strategy for explicit Runge-Kutta methods based on Lyapunov exponent theory
• Exponential dichotomy for asymptotically hyperbolic two-dimensional linear systems
• On the error in approximating stability spectra for discrete dynamical systems
• Detecting exponential dichotomy on the real line: SVD and QR algorithms
• QR methods and error analysis for computing Lyapunov and Sacker--Sell spectral intervals for linear differential-algebraic equations
• Time-stepping and preserving orthonormality
• Lyapunov exponents of renewal equations: numerical approximation and convergence analysis

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