Computing matrix functions
From MaRDI portal
Publication:2890533
DOI10.1017/S0962492910000036zbMath1242.65090WikidataQ56998715 ScholiaQ56998715MaRDI QIDQ2890533
Awad H. Al-Mohy, Nicholas J. Higham
Publication date: 11 June 2012
Published in: Acta Numerica (Search for Journal in Brave)
Numerical computation of matrix norms, conditioning, scaling (65F35) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
Related Items
Trace preserving quantum dynamics using a novel reparametrization-neutral summation-by-parts difference operator, Absorption kinetics of vacancies by cavities in aluminum: numerical characterization of sink strengths and first-passage statistics through Krylov subspace projection and eigenvalue deflation, Computing the matrix Mittag-Leffler function with applications to fractional calculus, Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations, A Truncated Taylor Series Algorithm for Computing the Action of Trigonometric and Hyperbolic Matrix Functions, On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation, A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations, Conditioning and relative error propagation in linear autonomous ordinary differential equations, New, highly accurate propagator for the linear and nonlinear Schrödinger equation, Computation of Green's function of the bounded solutions problem, A polynomial Jacobi-Davidson solver with support for non-monomial bases and deflation, Limited‐memory polynomial methods for large‐scale matrix functions, Parallel iterative refinement in polynomial eigenvalue problems, A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method, Positivity preserving exponential integrators for differential Riccati equations, Further properties of random orthogonal matrix simulation, Pseudospectral discretization of delay differential equations in sun-star formulation: results and conjectures, Multipreconditioned Gmres for Shifted Systems, Maximum a posteriori state path estimation: discretization limits and their interpretation, A space-time adaptive finite element method with exponential time integrator for the phase field model of pitting corrosion, Efficient numerical integration of \(N\)th-order non-autonomous linear differential equations, Linear combination of independent exponential random variables, A class of linear multi-step method adapted to general oscillatory second-order initial value problems, Vector estimates for \(f(A)\mathbf b\) via extrapolation, A General Algorithm to Calculate the Inverse Principal p-th Root of Symmetric Positive Definite Matrices, Computing the matrix sine and cosine simultaneously with a reduced number of products, Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function, Resolvent Krylov subspace approximation to operator functions, Computation of a function of a matrix with close eigenvalues by means of the Newton interpolating polynomial, A Galerkin Method for the Dynamic Nash Equilibrium Problem with Shared Constraint, A Monte Carlo method for computing the action of a matrix exponential on a vector, A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, A probabilistic linear solver based on a multilevel Monte Carlo method, An efficient algorithm to compute the exponential of skew-Hermitian matrices for the time integration of the Schrödinger equation, Wave-based laser absorption method for high-order transport -- hydrodynamic codes, An efficient second-order linear scheme for the phase field model of corrosive dissolution, New Scaling-Squaring Taylor Algorithms for Computing the Matrix Exponential, The Scaling, Splitting, and Squaring Method for the Exponential of Perturbed Matrices, Exponential integrators for second-order in time partial differential equations, High-Performance Computation of the Exponential of a Large Sparse Matrix