کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5776372 1631972 2017 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Computing humps of the matrix exponential
ترجمه فارسی عنوان
محاسبات عددی از ماتریس معادله
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی
This work is devoted to finding maxima of the function Γ(t)=‖exp(tA)‖2 where t≥0 and A is a large sparse matrix whose eigenvalues have negative real parts but whose numerical range includes points with positive real parts. Four methods for computing Γ(t) are considered which all use a special Lanczos method applied to the matrix exp(tA∗)exp(tA) and exploit the sparseness of A through matrix-vector products. In any of these methods the function Γ(t) is computed at points of a given coarse grid to localize its maxima, and then maximized by a standard maximization procedure or via an alternating maximization procedure. Results of such computations with some test matrices are reported and analyzed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 319, 1 August 2017, Pages 87-96
نویسندگان
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