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A moment-matching arnoldi iteration for linear combinations of Φ functions
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Numerical Analysis, NA.
2014 (English)In: SIAM Journal on Matrix Analysis and Applications, ISSN 0895-4798, E-ISSN 1095-7162, Vol. 35, no 4, 1344-1363 p.Article in journal (Refereed) Published
Abstract [en]

The action of the matrix exponential and related phi functions on vectors plays an important role in the application of exponential integrators to ordinary differential equations. For the efficient evaluation of linear combinations of such actions we consider a new Krylov subspace algorithm. By employing Cauchy's integral formula an error representation of the numerical approximation is given. This is used to derive a priori error bounds that describe well the convergence behavior of the algorithm. Further, an efficient a posteriori estimate is constructed. Numerical experiments illustrating the convergence behavior are given in MATLAB.

Place, publisher, year, edition, pages
2014. Vol. 35, no 4, 1344-1363 p.
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URN: urn:nbn:se:kth:diva-159138DOI: 10.1137/130945156ISI: 000346843200007ScopusID: 2-s2.0-84919950753OAI: diva2:783438

QC 20150126

Available from: 2015-01-26 Created: 2015-01-22 Last updated: 2015-01-26Bibliographically approved

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Koskela, Antti
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Numerical Analysis, NA
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