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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• Numerical methods for differential linear matrix equations via Krylov subspace methods
• Exponential integrators for semi-linear parabolic problems with linear constraints
• Automatic partitioning in linearly-implicit Runge-Kutta methods
• A matricial exponentially fitted scheme for the numerical solution of stiff initial-value problems
• Comparison of methods for evaluating functions of a matrix exponential
• A numerical study of large sparse matrix exponentials arising in Markov chains.
• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
• Shock-capturing exponential multigrid methods for steady compressible flows
• Robust linear stability analysis and a new method for computing the action of the matrix exponential
• A Krylov semi-implicit discontinuous Galerkin method for the computation of ground and excited states in Bose-Einstein condensates
• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• Interpolating discrete advection--diffusion propagators at Leja sequences
• An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere
• Exponential Time Integrators for Unsteady Advection–Diffusion Problems on Refined Meshes
• Modeling complex quantum dynamics: evolution of numerical algorithms in the HPC context
• A rational Arnoldi approach for ill-conditioned linear systems
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• A variation of Broyden class methods using Householder adaptive transforms
• A nested Krylov subspace method to compute the sign function of large complex matrices
• Efficient implementation of partitioned stiff exponential Runge-Kutta methods
• Unconditionally stable integration of Maxwell's equations
• Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation
• An extended-rational Arnoldi method for large matrix exponential evaluations
• Geometric numerical integration of the assignment flow
• Lanczos pseudospectral method for initial-value problems in electrodynamics and its applications to ionic crystal gratings
• An exponential time-integrator scheme for steady and unsteady inviscid flows
• Graph spectral image smoothing using the heat kernel
• Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces
• Computing humps of the matrix exponential
• Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators
• Evaluation of matrix functions with the block Lanczos algorithm
• Mathematical study of multispecies dynamics modeling predator-prey spatial interactions
• 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
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• On the construction of restricted-denominator exponential W-methods
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• 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
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• Adaptive rational interpolation: Arnoldi and Lanczos-like equations
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• Preconditioning Lanczos Approximations to the Matrix Exponential
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• On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems
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• 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

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