Krylov subspace approximation of eigenpairs and matrix functions in exact and computer arithmetic

DOI10.1002/NLA.1680020303zbMATH Open0831.65042OpenAlexW2104756076MaRDI QIDQ4850236FDOQ4850236

Authors: V. Druskin, Leonid Knizhnerman 

Publication date: 18 February 1996

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1680020303

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zbMATH Keywords

convergenceeigenvaluesmatrix functionsKrylov subspace approximationfinite precision arithmeticeigenpairsspectral Lanczos decomposition methodmatrix- vector product

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Title not available (Why is that?)
• Two polynomial methods of calculating functions of symmetric matrices

Cited In (45)

• Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices
• Computing a matrix function for exponential integrators.
• An interpolatory approximation of the matrix exponential based on Faber polynomials
• On convergence of waveform relaxation for nonlinear systems of ordinary differential equations
• Decay bounds for functions of Hermitian matrices with banded or Kronecker structure
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• Complexity theory for Lie-group solvers
• Adaptation of the Lanczos and Arnoldi methods to the spectrum, or why the two Krylov subspace methods are powerful
• Inexact rational Krylov Subspace methods for approximating the action of functions of matrices
• Extended and rational Hessenberg methods for the evaluation of matrix functions
• Title not available (Why is that?)
• Error Bounds for Lanczos-Based Matrix Function Approximation
• Krylov subspace approximations for the exponential Euler method: error estimates and the harmonic Ritz approximant
• A block Krylov subspace time-exact solution method for linear ordinary differential equation systems.
• Approximate solutions and eigenvalue bounds from Krylov subspaces
• Stability of the Lanczos method for matrix function approximation
• Computing approximate extended Krylov subspaces without explicit inversion
• Regularization of nonlinear ill-posed problems by exponential integrators
• Exponential Runge-Kutta methods for parabolic problems.
• Exponential Time Integrators for Unsteady Advection–Diffusion Problems on Refined Meshes
• On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation
• A parallel implementation of a two-dimensional fluid laser-plasma integrator for stratified plasma-vacuum systems
• Approximation of matrix operators applied to multiple vectors
• Limited‐memory polynomial methods for large‐scale matrix functions
• Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
• THE COMPUTATION OF FUNCTIONS OF MATRICES BY TRUNCATED FABER SERIES
• A vertex-centred finite volume method for the 3D multi-term time and space fractional Bloch-Torrey equation with fractional Laplacian
• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Application of operator splitting to the Maxwell equations including a source term
• Distance preserving model order reduction of graph-Laplacians and cluster analysis
• Krylov subspace methods for eigenvalues with special properties and their analysis for normal matrices
• On the computation of the SVD of Fourier submatrices
• Towards understanding CG and GMRES through examples
• Unconditionally stable integration of Maxwell's equations
• Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation
• The Gautschi time stepping scheme for edge finite element discretizations of the Maxwell equations
• Error bounds for the Krylov subspace methods for computations of matrix exponentials
• A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation
• \textit{TimeEvolver}: a program for time evolution with improved error bound
• Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• Application of Vector-Valued Rational Approximations to the Matrix Eigenvalue Problem and Connections with Krylov Subspace Methods
• Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
• Residual and restarting in Krylov subspace evaluation of the \(\varphi\) function
• Efficient computation of the exponential operator for large, sparse, symmetric matrices

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