A residual based error estimate for Leja interpolation of matrix functions

DOI10.1016/J.LAA.2014.04.023MaRDI QIDQ2249730zbMATH OpenOpenAlexFDO

Authors Peter Kandolf, Stefan Rainer, Alexander Ostermann

Publication date 3 July 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2014.04.023

zbMATH Keywords

\(\phi\) functionsa posteriori error estimateaction of matrix exponentialexponential integratorsLeja interpolationmatrix residualnumerical examples

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical interpolation (65D05) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cites work

• A Krylov projection method for systems of ODEs
• Accurate evaluation of divided differences for polynomial interpolation of exponential propagators
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Comparison of software for computing the action of the matrix exponential
• Computing the action of the matrix exponential, with an application to exponential integrators
• Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
• Expokit
• Exponential Integrators for Large Systems of Differential Equations
• Fast Leja points
• Functions of Matrices
• scientific article; zbMATH DE number 3911612 (Why is no real title available?)
• Interpolating discrete advection--diffusion propagators at Leja sequences
• Krylov subspace approximations for the exponential Euler method: error estimates and the harmonic Ritz approximant
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Parallel iterative methods for sparse linear systems
• Residual, restarting, and Richardson iteration for the matrix exponential
• Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices

Cited in

(5)

• KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
• Extraction and prediction of coherent patterns in incompressible flows through space-time koopman analysis
• The Leja method revisited: backward error analysis for the matrix exponential
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
• Limited‐memory polynomial methods for large‐scale matrix functions

Describes a project that uses

Uses Software

• Expokit

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