A Restarted Krylov Subspace Method for the Evaluation of Matrix Functions

DOI10.1137/050633846zbMath1129.65019MaRDI QIDQ5434658

Oliver G. Ernst, Michael Eiermann

Publication date: 7 January 2008

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

Full work available at URL: https://doi.org/10.1137/050633846

zbMATH Keywords

algorithm; heat equation; finite difference method; numerical experiments; initial value problem; Arnoldi algorithm; superlinear convergence; matrix function; Krylov subspace approximation; restarted Krylov subspace method; Krylov projection method

Mathematics Subject Classification ID

35K05: Heat equation

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65F10: Iterative numerical methods for linear systems

65L05: Numerical methods for initial value problems involving ordinary differential equations

35A30: Geometric theory, characteristics, transformations in context of PDEs