✦ LIBER ✦
Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential
✍ Scribed by Hong-Kui Pang; Hai-Wei Sun
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 128 KB
- Volume
- 18
- Category
- Article
- ISSN
- 1070-5325
- DOI
- 10.1002/nla.747
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✦ Synopsis
The Lanczos method with shift-invert technique is exploited to approximate the symmetric positive semidefinite Toeplitz matrix exponential. The complexity is lowered by the Gohberg-Semencul formula and the fast Fourier transform. Application to the numerical solution of an integral equation is studied. Numerical experiments are carried out to demonstrate the effectiveness of the proposed method. Copyright