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Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator

โœ Scribed by Y. Saad


Book ID
115447418
Publisher
Society for Industrial and Applied Mathematics
Year
1992
Tongue
English
Weight
465 KB
Volume
29
Category
Article
ISSN
0036-1429

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Using Krylov approximations to the matri
โœ Karl Meerbergen; Miloud Sadkane ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 197 KB

This paper presents a new look at Davidson's method for the calculation of the rightmost eigenvalue(s). The combination of time-stepping by the Krylov exponential propagator and the Davidson method leads to a method that builds a Krylov space of the matrix exponential. The method is well-suited when