Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator

DOI10.1137/0729014zbMATH Open0749.65030OpenAlexW2057602562MaRDI QIDQ3989447FDOQ3989447

Authors: Y. Saad 

Publication date: 28 June 1992

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0729014

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zbMATH Keywords

Lagrange interpolationnumerical testHessenberg matrixmatrix exponentialexponential propagationArnoldi algorithmError estimatesKrylov subspace approximations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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• Non-satisfiability of a positivity condition for commutator-free exponential integrators of order higher than four
• Decomposing reach set computations with low-dimensional sets and high-dimensional matrices (extended version)
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• Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass
• BAMPHI: matrix-free and transpose-free action of linear combinations of \(\varphi\)-functions from exponential integrators
• Domain decomposition based exponential time differencing method for fluid dynamics problems with smooth solutions
• Approximating the large sparse matrix exponential using incomplete orthogonalization and Krylov subspaces of variable dimension.
• Extended and rational Hessenberg methods for the evaluation of matrix functions
• Numerical solutions to large-scale differential Lyapunov matrix equations
• An Effective and Easy-to-Implement Boundary Condition for Molecular Dynamics Simulations
• Learning linearized assignment flows for image labeling
• On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
• On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions
• A semi-analytical approach to molecular dynamics
• Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
• Efficient computation of phi-functions in exponential integrators
• A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions
• New efficient substepping methods for exponential timestepping
• Non-backtracking alternating walks
• Numerical low-rank approximation of matrix differential equations
• A low-rank Lie-Trotter splitting approach for nonlinear fractional complex Ginzburg-Landau equations
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• High order integration factor methods for systems with inhomogeneous boundary conditions
• Arnoldi and Crank-Nicolson methods for integration in time of the transport equation
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• A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
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• Discretized dynamical low-rank approximation in the presence of small singular values
• Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
• Low-rank updates of matrix functions
• Krylov implicit integration factor method for a class of stiff reaction-diffusion systems with moving boundaries
• A low cost Arnoldi method for large linear initial value problems
• Approximation of the Operator Exponential and Applications
• Analysis of Krylov subspace approximation to large-scale differential Riccati equations
• Communication in complex networks
• Coarse-graining molecular dynamics models using an extended Galerkin projection method
• The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules
• A shifted block FOM algorithm with deflated restarting for matrix exponential computations
• Parallel accelerated Stokesian dynamics with Brownian motion
• An accurate and time-parallel rational exponential integrator for hyperbolic and oscillatory PDEs
• Exponential integrators for stiff elastodynamic problems
• A numerical algorithm for the diffusion equation using 3D FEM and the Arnoldi method
• Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
• A parallel-in-time approach for accelerating direct-adjoint studies
• Divide-and-conquer methods for functions of matrices with banded or hierarchical low-rank structure
• Computing high dimensional multiple integrals involving matrix exponentials
• Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems
• A note on Krylov methods for fractional evolution problems
• A composite Runge--Kutta method for the spectral solution of semilinear PDEs
• Efficient time integration for discontinuous Galerkin approximations of linear wave equations
• On Restart and Error Estimation for Krylov Approximation of $w=f(A)v$
• Analysis of the finite precision bi-conjugate gradient algorithm for nonsymmetric linear systems
• Krylov space approximate Kalman filtering
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• Exponential time differencing for mimetic multilayer Ocean models
• A Survey on Methods for Computing Matrix Exponentials in Numerical Schemes for ODEs
• A massively parallel exponential integrator for advection-diffusion models
• Error Bounds for Lanczos-Based Matrix Function Approximation
• On the construction of restricted-denominator exponential W-methods
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• Krylov implicit integration factor methods for spatial discretization on high-dimensional unstructured meshes: application to discontinuous Galerkin methods
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• Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs
• Integration of chemical stiff ODEs using exponential propagation method
• A structure preserving approximation method for Hamiltonian exponential matrices
• On the generation of Krylov subspace bases
• Solution of time-convolutionary Maxwell's equations using parameter-dependent Krylov subspace reduction
• Energy conserving discontinuous Galerkin spectral element method for the Vlasov-Poisson system
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
• Flexible exponential integration methods for large systems of differential equations
• Adaptive rational interpolation: Arnoldi and Lanczos-like equations
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• Exponential time integration using Krylov subspaces
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• Recursion relations for the extended Krylov subspace method
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• Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
• An inexact shift-and-invert Arnoldi algorithm for Toeplitz matrix exponential.
• The scaling and modified squaring method for matrix functions related to the exponential
• Parallel solution in time of ODEs: Some achievements and perspectives
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• Generalized averaged Gauss quadrature rules for the approximation of matrix functionals
• On monotonicity of the Lanczos approximation to the matrix exponential
• The extended Krylov subspace method and orthogonal Laurent polynomials
• Stochastic algorithms for self-consistent calculations of electronic structures
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• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Krylov subspace methods for the Dirac equation
• Application of operator splitting to the Maxwell equations including a source term
• An iterative method to compute the sign function of a non-Hermitian matrix and its application to the overlap Dirac operator at nonzero chemical potential

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