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)

Cited In (only showing first 100 items - show all)

• 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
• Krylov subspace approximations for the exponential Euler method: error estimates and the harmonic Ritz approximant
• Krylov implicit integration factor methods for spatial discretization on high-dimensional unstructured meshes: application to discontinuous Galerkin methods
• A piecewise-linearized algorithm based on the Krylov subspace for solving stiff ODEs
• 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
• A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
• Preconditioning Lanczos Approximations to the Matrix Exponential
• Exponential time integration using Krylov subspaces
• Matrix functions
• Recursion relations for the extended Krylov subspace method
• On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems
• 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
• A polynomial method based on Fejér points for the computation of functions of unsymmetric matrices
• 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
• A Krylov projection method for systems of ODEs
• 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
• Integration of large chemical kinetic mechanisms via exponential methods with Krylov approximations to Jacobian matrix functions
• RD-rational approximations of the matrix exponential
• On analysis of projection methods for rational function approximation to the matrix exponential
• A rational Lanczos algorithm for model reduction
• Rational Krylov methods in exponential integrators for European option pricing.
• Array-representation integration factor method for high-dimensional systems
• Exponential versus IMEX high-order time integrators for thermal convection in rotating spherical shells
• Exponential time-differencing with embedded Runge-Kutta adaptive step control
• A new class of exponential propagation iterative methods of Runge-Kutta type (EPIRK)
• Rational approximation to trigonometric operators
• Compact implicit integration factor methods for a family of semilinear fourth-order parabolic equations
• Matrix exponentiation and the Frank-Kamenetskii equation
• A residual based error estimate for Leja interpolation of matrix functions
• Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
• Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
• Asymptotic waveform evaluation via a Lanczos method
• Comparison of software for computing the action of the matrix exponential
• Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
• The Gautschi time stepping scheme for edge finite element discretizations of the Maxwell equations
• Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
• Error bounds for the Krylov subspace methods for computations of matrix exponentials
• Error estimates for Krylov subspace approximations of matrix exponentials
• Data-sparse approximation to the operator-valued functions of elliptic operator
• An efficient high-order time integration method for spectral-element discontinuous Galerkin simulations in electromagnetics
• Order results for Krylov-\(W\)-methods
• Residual, restarting, and Richardson iteration for the matrix exponential
• Convergence analysis of an extended Krylov subspace method for the approximation of operator functions in exponential integrators
• Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
• AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES
• Estimating the error in matrix function approximations
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
• A posteriori error estimates of Krylov subspace approximations to matrix functions
• KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
• Efficient computation of the exponential operator for large, sparse, symmetric matrices
• Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices
• 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)
• ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
• 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

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