Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential
DOI10.1137/090758064zbMATH Open1210.65079OpenAlexW2003451508MaRDI QIDQ3084403FDOQ3084403
Hai-Wei Sun, Spike T. Lee, Hong-Kui Pang
Publication date: 16 March 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/63b6a139809b802c59aefa5a06cd032ff152a203
convergencenumerical resultsToeplitz matrixerror boundnumerical rangeKrylov subspacematrix inversionmatrix exponentialmatrix-vector multiplicationsshift-invert Arnoldi method
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16) Toeplitz, Cauchy, and related matrices (15B05)
Cited In (41)
- 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
- Circulant preconditioners for functions of Hermitian Toeplitz matrices
- A note on the paper ``A note on inversion of Toeplitz matrices by X.-G. Lv and T.-Z. Huang
- Circulant preconditioners for analytic functions of Toeplitz matrices
- Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
- Fast exponential time integration scheme for option pricing with jumps
- Rank-adaptive dynamical low-rank integrators for first-order and second-order matrix differential equations
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
- Fast numerical contour integral method for fractional diffusion equations
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
- A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
- A low-rank Lie-Trotter splitting approach for nonlinear fractional complex Ginzburg-Landau equations
- Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations
- A note on the structured perturbation analysis for the inversion formula of Toeplitz matrices
- A rational approximation scheme for computing Mittag-Leffler function with discrete elliptic operator as input
- Optimal preconditioners for systems defined by functions of Toeplitz matrices
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing
- Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods
- Block splitting preconditioner for time-space fractional diffusion equations
- A Fast Two-Level Strang Splitting Method for Multi-Dimensional Spatial Fractional Allen-Cahn Equations with Discrete Maximum Principle
- Divide-and-Conquer Methods for Functions of Matrices with Banded or Hierarchical Low-Rank Structure
- The exponential of quasi block-Toeplitz matrices
- Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations
- Fast matrix exponential-based quasi-boundary value methods for inverse space-dependent source problems
- A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation
- An Inexact Shift-and-Invert Arnoldi Algorithm for Large Non-Hermitian Generalised Toeplitz Eigenproblems
- Optimal preconditioners for functions of matrices
- 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
- Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
- A shifted block FOM algorithm with deflated restarting for matrix exponential computations
- An inexact shift‐and‐invert Arnoldi algorithm for Toeplitz matrix exponential
- A limited-memory block bi-diagonal Toeplitz preconditioner for block lower triangular Toeplitz system from time-space fractional diffusion equation
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
- Preconditioned fourth-order exponential integrator for two-dimensional nonlinear fractional Ginzburg-Landau equation
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule
- Fast Computation of the Matrix Exponential for a Toeplitz Matrix
- On the exponential of semi-infinite quasi-Toeplitz matrices
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