Error estimates for polynomial Krylov approximations to matrix functions

Abstract
In this paper we are interested in the polynomial Krylov approximations for the computation of phi(A)upsilon, where A is a square matrix, v represents a given vector, and. is a suitable function which can be employed in modern integrators for differential problems. Our aim consists of proposing and analyzing innovative a posteriori error estimates which allow a good control of the approximation procedure. The effectiveness of the results we provide is tested on some numerical examples of interest.
Anno
2008
Autori IAC
Tipo pubblicazione
Altri Autori
Diele F.; Moret I.; Ragni S.
Editore
Society for Industrial and Applied Mathematics ,
Rivista
SIAM journal on matrix analysis and applications (Print)