Residual, Restarting, and Richardson Iteration for the Matrix Exponential

DOI10.1137/110820191zbMath1278.65052OpenAlexW2137056077MaRDI QIDQ2847717

Marlis Hochbruck, Volker Grimm, Mikhail A. Botchev

Publication date: 11 September 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://publikationen.bibliothek.kit.edu/1000031191

zbMATH Keywords

Chebyshev polynomials numerical examples residual Krylov subspace methods stopping criterion matrix exponential backward stability matrix cosine Richardson iteration restarting

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items

A study of defect-based error estimates for the Krylov approximation of $\varphi$-functions, A framework of the harmonic Arnoldi method for evaluating $\varphi$-functions with applications to exponential integrators, Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources, An inexact shift‐and‐invert Arnoldi algorithm for Toeplitz matrix exponential, A block Krylov subspace time-exact solution method for linear ordinary differential equation systems, A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions, A block Krylov subspace implementation of the time-parallel Paraexp method and its extension for nonlinear partial differential equations, The Short-Term Rational Lanczos Method and Applications, A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method, Coarse Grid Corrections in Krylov Subspace Evaluations of the Matrix Exponential, Inexact rational Krylov Subspace methods for approximating the action of functions of matrices, Krylov Subspace Restarting for Matrix Laplace Transforms, APPROXIMATION OF THE LINEAR COMBINATION OF <i>φ</i>-FUNCTIONS USING THE BLOCK SHIFT-AND-INVERT KRYLOV SUBSPACE METHOD, \textit{TimeEvolver}: a program for time evolution with improved error bound, Analysis of Krylov subspace approximation to large-scale differential Riccati equations, Stochastic evolution systems with constant coefficients, Analysis of inexact Krylov subspace methods for approximating the matrix exponential, Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces, Arnoldi Algorithms with Structured Orthogonalization, An Exponential Time Integrator for the Incompressible Navier--Stokes Equation, Block Krylov subspace methods for approximating the linear combination of $\varphi$-functions arising in exponential integrators, A residual based error estimate for Leja interpolation of matrix functions, Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function, KIOPS: a fast adaptive Krylov subspace solver for exponential integrators, Robust and adaptive techniques for numerical simulation of nonlinear partial differential equations of fractional order, A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation, Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices, Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation, ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations, An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices, Computable upper error bounds for Krylov approximations to matrix exponentials and associated $\varphi$-functions, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, A posteriori error estimates of Krylov subspace approximations to matrix functions, Exponential Time Integrators for Unsteady Advection–Diffusion Problems on Refined Meshes, Automatic Smoothness Detection of the Resolvent Krylov Subspace Method for the Approximation of $C_0$-Semigroups