Solution of Large Scale Evolutionary Problems Using Rational Krylov Subspaces with Optimized Shifts

Authors:
Vladimir Druskin;Leonid Knizhnerman;Mikhail Zaslavsky
Affiliations:
druskin1@slb.com and mzaslavsky@slb.com;lknizhnerman@gmail.com;-
Venue:
SIAM Journal on Scientific Computing
Year:
2009

Citing 0
Cited 5

Solution of time-convolutionary Maxwell's equations using parameter-dependent Krylov subspace reduction

Journal of Computational Physics
On Adaptive Choice of Shifts in Rational Krylov Subspace Reduction of Evolutionary Problems

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Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation

SIAM Journal on Numerical Analysis
On the Convergence of Krylov Subspace Methods for Matrix Mittag-Leffler Functions

SIAM Journal on Numerical Analysis
An Error Analysis for Rational Galerkin Projection Applied to the Sylvester Equation

SIAM Journal on Numerical Analysis

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Abstract

We consider the computation of $u(t)=\exp(-tA)\varphi$ using rational Krylov subspace reduction for $0\le t