Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5776477 | Journal of Computational and Applied Mathematics | 2017 | 21 Pages |
Abstract
We suggest a rational Krylov subspace approximation for products of matrix functions and a vector appearing in exponential integrators. We consider matrices with a field-of-values in a sector lying in the left complex half-plane. The choice of the poles for our method is suggested by a fixed rational approximation based on contour integration along a hyperbola around the sector. Compared to the fixed approximation, our rational Krylov subspace method exhibits an accelerated and more stable convergence of order O(eâCn).
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
T. Göckler, V. Grimm,