On monotonicity of the Lanczos approximation to the matrix exponential

DOI10.1016/j.laa.2008.04.046zbMath1166.65017OpenAlexW2061252266MaRDI QIDQ947630

Vladimir Druskin

Publication date: 6 October 2008

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.04.046

zbMATH Keywords

symmetric matrixtotal positivitymatrix exponentialKrylov subspaceLanczos approximationstrictly monotonic convergence

Mathematics Subject Classification ID

Related Items (5)

Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices ⋮ Krylov Subspace Restarting for Matrix Laplace Transforms ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ A new approach for determining the time step when propagating with the Lanczos algorithm ⋮ A new investigation of the extended Krylov subspace method for matrix function evaluations

Cites Work

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• An iterative solution method for solving \(f(A)x=b\), using Krylov subspace information obtained for the symmetric positive definite matrix A
• Lanczos method for heat conduction analysis
• Spectral Methods in Time for Parabolic Problems
• Efficient Solution of Parabolic Equations by Krylov Approximation Methods
• On Krylov Subspace Approximations to the Matrix Exponential Operator
• Using Nonorthogonal Lanczos Vectors in the Computation of Matrix Functions
• Two polynomial methods of calculating functions of symmetric matrices

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