We have implemented a numerical code (ReLPM, Real Leja Points Method) for polynomial interpolation of the matrix exponential propagators exp (Delta tA) v and phi(Delta tA) v, phi(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.

Comparing Leja and Krylov approximations of large scale matrix exponentials

CALIARI, Marco;
2006-01-01

Abstract

We have implemented a numerical code (ReLPM, Real Leja Points Method) for polynomial interpolation of the matrix exponential propagators exp (Delta tA) v and phi(Delta tA) v, phi(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.
Leja, Krylov, matrix exponential
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/312216
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