Analysis of some Krylov subspace approximations to the matrix exponential operator (1992)
| Venue: | SIAM J. Numer. Anal |
| Citations: | 58 - 6 self |
BibTeX
@ARTICLE{Saad92analysisof,
author = {Y. Saad},
title = {Analysis of some Krylov subspace approximations to the matrix exponential operator},
journal = {SIAM J. Numer. Anal},
year = {1992},
volume = {29},
pages = {209--228}
}
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Abstract
Abstract. In this note we present a theoretical analysis of some Krylov subspace approximations to the matrix exponential operation exp(A)v and establish a priori and a posteriori error estimates. Several such approximations are considered. The main idea of these techniques is to approximately project the exponential operator onto a small Krylov subspace and carry out the resulting small exponential matrix computation accurately. This general approach, which has been used with success in several applications, provides a systematic way of defining high order explicit-type schemes for solving systems of ordinary differential equations or time-dependent Partial Differential Equations. 1. Introduction. The
