![[Back]](/images/prevpage.gif)
![[Index]](/images/index.gif)
![[Help]](/images/help.gif)
![[MSI]](/images/msi.gif)
![[ANU Online]](/images/online.gif)
Mathematics Research Report MRR95-068
Error Estimates For Krylov Subspace Approximations Of Matrix Exponentials
D. E. Stewart and T. S. Leyk
Abstract:
The paper develops a better upper estimate of the error for the Krylov
subspace approximations to the exponential of a large matrix than that
given by Gallopoulos and Saad [``Efficient solution of parabolic
equation by Krylov approximation methods'', SIAM J. Sci. Stat.
Comput. 13, 1992, 1236-1264]. This approach is based on Chebyshev
series approximation.
This service is maintained by the
Mathematical Sciences Institute (MSI)
Comments to
webmaster@maths.anu.edu.au
URL: http://wwwmaths.anu.edu.au/