Error Bounds for the Krylov Subspace Methods for Computations of Matrix Exponentials

DOI10.1137/16M1063733zbMath1365.65136arXiv1603.07358OpenAlexW2962865735MaRDI QIDQ5346748

Hao Wang, Qiang Ye

Publication date: 29 May 2017

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

Full work available at URL: https://arxiv.org/abs/1603.07358

zbMATH Keywords

convergencenumerical exampleLanczos methoderror boundKrylov subspace methodArnoldi methodmatrix exponential

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items

A study of defect-based error estimates for the Krylov approximation of \(\varphi\)-functions, Matrix functions in network analysis, Inexact rational Krylov Subspace methods for approximating the action of functions of matrices, Krylov Subspace Restarting for Matrix Laplace Transforms, Localization in Matrix Computations: Theory and Applications, \textit{TimeEvolver}: a program for time evolution with improved error bound, Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices, Some uses of the field of values in numerical analysis, Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions, High-Performance Computation of the Exponential of a Large Sparse Matrix

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