Error Estimates for Polynomial Krylov Approximations to Matrix Functions

  • Authors:
  • Fasma Diele;Igor Moret;Stefania Ragni

  • Affiliations:
  • f.diele@ba.iac.cnr.it;moret@units.it;s.ragni@ba.iac.cnr.it

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2008

Quantified Score

Hi-index 0.00

Visualization

Abstract

In this paper we are interested in the polynomial Krylov approximations for the computation of $\varphi(A)v$, where $A$ is a square matrix, $v$ represents a given vector, and $\varphi$ 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.