Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
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Publication:2889402
DOI10.1002/NLA.747zbMATH Open1249.65104OpenAlexW2138044358MaRDI QIDQ2889402FDOQ2889402
Authors: Hong-Kui Pang, Hai-Wei Sun 
Publication date: 7 June 2012
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.747
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Toeplitz matrixintegral equationnumerical experimentsfast Fourier transformKrylov subspace methodGohberg-Semencul formulamatrix exponentialLanczos methodshift-invert technique
Numerical methods for integral equations (65R20) Numerical methods for discrete and fast Fourier transforms (65T50) Numerical computation of matrix exponential and similar matrix functions (65F60)
Cites Work
- Templates for the Solution of Algebraic Eigenvalue Problems
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Superfast Solution of Real Positive Definite Toeplitz Systems
- Conjugate Gradient Methods for Toeplitz Systems
- An Introduction to Iterative Toeplitz Solvers
- Algebraic methods for Toeplitz-like matrices and operators
- Shift-invert Arnoldi approximation to the Toeplitz matrix exponential
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- The Scaling and Squaring Method for the Matrix Exponential Revisited
- RD-rational approximations of the matrix exponential
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Efficient Solution of Parabolic Equations by Krylov Approximation Methods
- A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions
- Preconditioning Lanczos Approximations to the Matrix Exponential
- A Proposal for Toeplitz Matrix Calculations
- Efficient computation of the exponential operator for large, sparse, symmetric matrices
- Acceleration Techniques for Approximating the Matrix Exponential Operator
- Analysis of Projection Methods for Rational Function Approximation to the Matrix Exponential
- Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options
- Recursive-Based PCG Methods for Toeplitz Systems with Nonnegative Generating Functions
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- Fast Preconditioned Conjugate Gradient Algorithms for Wiener–Hopf Integral Equations
- On a method for solving an integral equation in the displacement contact problem.
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- On RD-rational Krylov approximations to the core-functions of exponential integrators
Cited In (23)
- An inexact shift-and-invert Arnoldi algorithm for large non-Hermitian generalised Toeplitz eigenproblems
- Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations
- Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method
- Fast implicit integration factor method for nonlinear space Riesz fractional reaction-diffusion equations
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
- Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations
- Fast second-order implicit difference schemes for time distributed-order and Riesz space fractional diffusion-wave equations
- An inexact shift-and-invert Arnoldi algorithm for Toeplitz matrix exponential.
- Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods
- Shift-invert Arnoldi approximation to the Toeplitz matrix exponential
- A Fast Two-Level Strang Splitting Method for Multi-Dimensional Spatial Fractional Allen-Cahn Equations with Discrete Maximum Principle
- Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations
- A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation
- Fast computation of the matrix exponential for a Toeplitz matrix
- Numerical study of a fast two-level Strang splitting method for spatial fractional Allen-Cahn equations
- Splitting ADI scheme for fractional Laplacian wave equations
- A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations
- Fast TTTS iteration methods for implicit Runge-Kutta temporal discretization of Riesz space fractional advection-diffusion equations
- Preconditioned fourth-order exponential integrator for two-dimensional nonlinear fractional Ginzburg-Landau equation
- Fast solution methods for Riesz space fractional diffusion equations with non-separable coefficients
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule
- On the exponential of semi-infinite quasi-Toeplitz matrices
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