Error Estimates for Polynomial Krylov Approximations to Matrix Functions

DOI10.1137/070688924zbMath1176.65057OpenAlexW2068856331MaRDI QIDQ3642847

Stefania Ragni, Fasma Diele, Igor Moret

Publication date: 6 November 2009

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070688924

zbMATH Keywords

error estimatesKrylov subspace methodsmatrix functionsmatrix exponentialexponential-like functions

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Finite difference methods for boundary value problems involving PDEs (65N06) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (10)

Stochastic algorithms for self-consistent calculations of electronic structures ⋮ A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions ⋮ A family of Adams exponential integrators for fractional linear systems ⋮ Positive symplectic integrators for predator-prey dynamics ⋮ Coarse-graining molecular dynamics models using an extended Galerkin projection method ⋮ Preconditioning linear systems via matrix function evaluation ⋮ A new investigation of the extended Krylov subspace method for matrix function evaluations ⋮ A Note on Krylov Methods for Fractional Evolution Problems ⋮ Rational Krylov methods in exponential integrators for European option pricing ⋮ A posteriori error estimates of Krylov subspace approximations to matrix functions

Uses Software

• Expint

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