Double-shift-invert Arnoldi method for computing the matrix exponential

DOI10.1007/S13160-018-0309-9MaRDI QIDQ1756729zbMATH OpenOpenAlexWikidataFDO

Authors Yuka Hashimoto, Takashi Nodera

Publication date 21 December 2018

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-018-0309-9

zbMATH Keywords

double shift Arnoldievolution differential equationmatrix exponential

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Cites work

• Approximation of exp(-x) by rational functions with concentrated negative poles
• Efficient Solution of Parabolic Equations by Krylov Approximation Methods
• Error Estimates and Evaluation of Matrix Functions via the Faber Transform
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Numerical ranges and stability estimates
• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Parallelization of the rational Arnoldi algorithm
• Preconditioning Lanczos Approximations to the Matrix Exponential
• Rational Krylov sequence methods for eigenvalue computation
• RD-rational approximations of the matrix exponential
• The reaction-diffusion master equation as an asymptotic approximation of diffusion to a small target
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Uniform approximation of \(\varphi\)-functions in exponential integrators by a rational Krylov subspace method with simple poles

Cited in

(6)

• The scaling and modified squaring method for matrix functions related to the exponential
• A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation
• An extended-rational Arnoldi method for large matrix exponential evaluations
• Shift-invert Arnoldi approximation to the Toeplitz matrix exponential
• An inexact shift-and-invert Arnoldi algorithm for Toeplitz matrix exponential.
• Arnoldi algorithms with structured orthogonalization

Describes a project that uses

Uses Software

• MATLAB expm

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