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Preconditioning Lanczos Approximations to the Matrix Exponential

โœ Scribed by van den Eshof, Jasper; Hochbruck, Marlis

Book ID
115542556
Publisher
Society for Industrial and Applied Mathematics
Year
2006
Tongue
English
Weight
248 KB
Volume
27
Category
Article
ISSN
1064-8275

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๐Ÿ“œ SIMILAR VOLUMES

On monotonicity of the Lanczos approxima
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โœ Vladimir Druskin ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 92 KB

We prove strictly monotonic error decrease in the Euclidian norm of the Krylov subspace approximation of exp(A)ฯ•, where ฯ• and A are respectively a vector and a symmetric matrix. In addition, we show that the norm of the approximate solution grows strictly monotonically with the subspace dimension.