Preconditioning Lanczos approximations to the matrix exponential

The Lanczos method is an iterative procedure to compute an orthogonal basis for the Krylov subspace generated by a symmetric matrix $A$ and a starting vector $v$. An interesting application of this method is the computation of the matrix exponential $\exp(-\tau A)v$. This vector plays an important r...

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Veröffentlicht in:	SIAM journal on scientific computing 2006, Vol.27 (4), p.1438-1457
Hauptverfasser:	VAN DEN ESHOF, Jasper, HOCHBRUCK, Marlis
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Eigenvalues Exact sciences and technology Experiments Mathematics Methods Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Ordinary differential equations Partial differential equations, boundary value problems Polynomials Sciences and techniques of general use
Online-Zugang:	Volltext
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