Comparing leja and krylov approximations of large scale matrix exponentials

  • Authors:

  • L. Bergamaschi;M. Caliari;A. Martínez;M. Vianello

  • Affiliations:

  • Dept. of Math. Methods and Models, University of Padova;Dept. of Pure and Appl. Math., University of Padova;Dept. of Pure and Appl. Math., University of Padova;Dept. of Pure and Appl. Math., University of Padova

  • Venue:
  • ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
  • Year:
  • 2006

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Abstract

We have implemented a numerical code (ReLPM, Real Leja Points Method) for polynomial interpolation of the matrix exponential propagators exp (${\it \Delta}$tA) v and ϕ(${\it \Delta}$tA) v, ϕ(z) = (exp (z) – 1)/z. The ReLPM code is tested and compared with Krylov-based routines, on large scale sparse matrices arising from the spatial discretization of 2D and 3D advection-diffusion equations.