Error estimates for Krylov subspace approximations of matrix exponentials

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.

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Bibliographic Details
Published in:Journal of computational and applied mathematics 1996-08, Vol.72 (2), p.359-369
Main Authors: Stewart, D.E., Leyk, T.S.
Format: Article
Language:English
Subjects:
Chebyshev approximation
Chebyshev polynomial
Exact sciences and technology
Krylov subspace
Mathematics
matrix exponential
Numerical analysis
Numerical analysis. Scientific computation
Numerical approximation
Numerical linear algebra
Numerical methods in mathematical programming
Numerical methods in mathematical programming, optimization and calculus of variations
Numerical methods in optimization and calculus of variations
Numerical methods in probability and statistics
Sciences and techniques of general use
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Description
Summary: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.
ISSN:0377-0427
1879-1778
DOI:10.1016/0377-0427(96)00006-4