Error estimates for Krylov subspace approximations of matrix exponentials

Journal of Computational and Applied Mathematics

Volumn 72, Issue 2, 1996, Pages 359-369

  Stewart, D E ^a   Leyk, T S ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Chebyshev approximation; Chebyshev polynomial; Krylov subspace; Matrix exponential

Indexed keywords

APPROXIMATION THEORY; CHEBYSHEV APPROXIMATION; ERROR ANALYSIS; ESTIMATION; PARTIAL DIFFERENTIAL EQUATIONS; POLYNOMIALS; VECTORS;

CHEBYSHEV POLYNOMIAL; KRYLOV SUBSPACE;

MATRIX ALGEBRA;

EID: 0030213510     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/0377-0427(96)00006-4     Document Type: Article

References (4)

1. E. Gallopoulos and Y. Saad, Efficient solution of parabolic equations by Krylov approximation methods, SIAM J. Sci. Statist. Comput. 13 (1992) 1236-1264.
2. R.A. Horn and C.A. Johnson, Matrix Analysis (Cambridge Univ. Press, New York, 1985).
3. Y. Luke, Algorithms for the Computation of Mathematical Functions (Academic Press, New York, 1977).
4. Y. Saad, Analysis of some Krylov subspace approximations to the matrix exponential operator, SIAM J. Numer. Anal. 29 (1992) 209-228.