Acceleration of contour integration techniques by rational Krylov subspace methods

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:316

Article; Proceedings Paper

Goeckler, T.¹  Grimm, V.¹ 

[1] KIT, Inst Angew & Numer Math, D-76128 Karlsruhe, Germany

关键词: Matrix functions;    Rational Krylov method;    Rational approximation;    phi-functions;    Contour integral;   

DOI  :  10.1016/j.cam.2016.08.040

来源: Elsevier

【 摘 要 】

We suggest a rational Krylov subspace approximation for products of matrix functions and a vector appearing in exponential integrators. We consider matrices with a field-of-values in a sector lying in the left complex half-plane. The choice of die poles for our method is suggested by a fixed rational approximation based on contour integration along a hyperbola around the sector. Compared to the fixed approximation, our rational Krylov subspace method exhibits an accelerated and more stable convergence of order O (e(-Cn)). (C) 2016 Elsevier B.V. All rights reserved.

【 授权许可】

Free