Error estimates for Krylov subspace approximations of matrix exponentials

D.E Stewart; T.S Leyk

doi:10.1016/0377-0427(96)00006-4

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Error estimates for Krylov subspace approximations of matrix exponentials

Journal article

Open access

Peer reviewed

Error estimates for Krylov subspace approximations of matrix exponentials

D.E Stewart and T.S Leyk

Journal of computational and applied mathematics, Vol.72(2), pp.359-369

1996

DOI: 10.1016/0377-0427(96)00006-4

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Abstract

The paper develops a better upper estimate of the error for the Krylov subspace approximations to the exponential of a large matrix than that given by Gallopoulos and Saad (1992). This approach is based on Chebyshev series approximation.

Chebyshev approximation

Chebyshev polynomial

Krylov subspace

matrix exponential

Details

Title: Subtitle: Error estimates for Krylov subspace approximations of matrix exponentials
Creators: D.E Stewart - Texas A&M University
T.S Leyk - Australian National University
Resource Type: Journal article
Publication Details: Journal of computational and applied mathematics, Vol.72(2), pp.359-369
DOI: 10.1016/0377-0427(96)00006-4
ISSN: 0377-0427
eISSN: 1879-1778
Publisher: Elsevier B.V
Language: English
Date published: 1996
Academic Unit: Mathematics
Record Identifier: 9984241053402771

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