Error estimates for Krylov subspace approximations of matrix exponentials Academic Article

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.

authors

• Leyk, Teresa

published proceedings

• JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

author list (cited authors)

• Stewart, D. E., & Leyk, T. S.

citation count

• 23

complete list of authors

• Stewart, DE||Leyk, TS

publication date

• January 1996

publisher

• Elsevier  Publisher

published in

• Journal of Computational and Applied Mathematics  Journal

keywords

• Chebyshev Approximation
• Chebyshev Polynomial
• Krylov Subspace
• Matrix Exponential

Digital Object Identifier (DOI)

• 10.1016/0377-0427(96)00006-4

start page

• 359

end page

• 369

volume

• 72

issue

• 2

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2F0377-0427%2896%2900006-4