Comparison of software for computing the action of the matrix exponential

被引：40

作者：

Caliari, Marco ^{[1
]}

Kandolf, Peter ^{[2
]}

Ostermann, Alexander ^{[2
]}

Rainer, Stefan ^{[2
]}

机构：

[1] Univ Verona, Dipartimento Informat, I-37134 Verona, Italy

[2] Univ Innsbruck, Inst Math, A-6020 Innsbruck, Austria

来源：

BIT NUMERICAL MATHEMATICS | 2014年 / 54卷 / 01期

关键词：

Leja interpolation; Action of matrix exponential; Krylov subspace method; Taylor series; Exponential integrators;

D O I：

10.1007/s10543-013-0446-0

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

The implementation of exponential integrators requires the action of the matrix exponential and related functions of a possibly large matrix. There are various methods in the literature for carrying out this task. In this paper we describe a new implementation of a method based on interpolation at Leja points. We numerically compare this method with other codes from the literature. As we are interested in applications to exponential integrators we choose the test examples from spatial discretization of time dependent partial differential equations in two and three space dimensions. The test matrices thus have large eigenvalues and can be nonnormal.

引用

页码：113 / 128

页数：16

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