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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)

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.

Keywords

Spatial Discretization Polynomial Interpolation Krylov Subspace Superlinear Convergence Homogeneous Dirichlet Boundary Condition 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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