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.

author list (cited authors)

  • Stewart, D. E., & Leyk, T. S.

citation count

  • 18

publication date

  • August 1996