On monotonicity of the Lanczos approximation to the matrix exponential
type: Item
instance of: scholarly article
title: On monotonicity of the Lanczos approximation to the matrix exponential
zbMATH Open document ID: 1166.65017
author: V. Druskin
published in: Linear Algebra and its Applications
publication date: 2008-10-06T00:00:00Z
review text: The spectral Lanczos decomposition method is applied to the computation of \(u(t) = \exp(At)\varphi\), where \(A\) is a symmetric matrix and \(\varphi\) is a given unit vector. The results are applicable in exact arithmetic only since they use the minimal polynomial of \(\varphi\) relative to \(A\) which can be destroyed in the presence of rounding errors.
Mathematics Subject Classification ID: 65F30
zbMATH DE Number: 5349141
zbMATH Keywords: matrix exponential
zbMATH Keywords: Lanczos approximation
zbMATH Keywords: symmetric matrix
zbMATH Keywords: Krylov subspace
zbMATH Keywords: strictly monotonic convergence
zbMATH Keywords: total positivity
reviewed by: Mihail M. Konstantinov
MaRDI profile type: Publication
full work available at URL: j.laa.2008.04.046
OpenAlex ID: W2061252266
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DOI: 10.1016/J.LAA.2008.04.046
description: scientific article; zbMATH DE number 5349141