Error estimates for Krylov subspace approximations of matrix exponentials Academic Article uri icon

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.

published proceedings

  • Journal of Computational and Applied Mathematics

author list (cited authors)

  • Stewart, D. E., & Leyk, T. S

citation count

  • 19

complete list of authors

  • Stewart, DE||Leyk, TS

publication date

  • August 1996