Comparing Leja and Krylov Approximations of Large Scale Matrix Exponentials

  • L. Bergamaschi
  • M. Caliari
  • A. Martínez
  • M. Vianello
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3994)


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.


Spatial Discretization Polynomial Interpolation Krylov Subspace Superlinear Convergence Homogeneous Dirichlet Boundary Condition 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • L. Bergamaschi
    • 1
  • M. Caliari
    • 2
  • A. Martínez
    • 2
  • M. Vianello
    • 2
  1. 1.Dept. of Math. Methods and ModelsUniversity of Padova 
  2. 2.Dept. of Pure and Appl. Math.University of Padova 

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