Parallel matrix function evaluation via initial value ODE modeling

DOI10.1016/J.CAMWA.2016.04.036zbMATH Open1443.34052arXiv1505.07959OpenAlexW1624629611MaRDI QIDQ2007305FDOQ2007305

Jean-Paul Chehab, Mădălina Petcu

Publication date: 12 October 2020

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Abstract: The purpose of this article is to propose ODE based approaches for the numerical evaluation of matrix functions $f(A)$, a question of major interest in the numerical linear algebra. To this end, we model $f(A)$ as the solution at a finite time $T$ of a time dependent equation. We use parallel algorithms, such as the parareal method, on the time interval $[0,T]$ in order to solve the evolution equation obtained. When $f(A)$ is reached as a stable steady state, it can be computed by combining parareal algorithms and optimal control techniques. Numerical illustrations are given.

Full work available at URL: https://arxiv.org/abs/1505.07959

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zbMATH Keywords

ODEsfunctions of matricesparareal methods

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stability of solutions to ordinary differential equations (34D20)

Cites Work

• PARAEXP: A Parallel Integrator for Linear Initial-Value Problems
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Cited In (3)

• Sparse approximations of matrix functions via numerical integration of ODEs
• A parallel spectral deferred correction method for first-order evolution problems
• A parareal algorithm for a highly oscillating Vlasov-Poisson system with reduced models for the coarse solving

Uses Software

• PARAEXP
• mftoolbox

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