Record number :

1529871

Title of article :

Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method

Author/Authors :

Archid، نويسنده , , Atika and Bentbib، نويسنده , , Abdeselem Hafid، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2014

Pages :

11

From page :

37

To page :

47

Abstract :

The approximation of exp ( A ) V , where A is a real matrix and V a rectangular matrix, is the key ingredient of many exponential integrators for solving systems of ordinary differential equations. The use of Krylov subspace techniques in this context has been actively investigated; see Calledoni and Moret (1997) [10], Hochbruck and Lubich (1997) [17], Saad (1992) [20]. An appropriate structure preserving block method for approximating exp ( A ) V , where A is a large square real matrix and V a rectangular matrix, is given in Lopez and Simoncini (2006) [18]. A symplectic Krylov method to approximate exp ( A ) V was also proposed in Agoujil et al. (2012) [2] with V ∈ R 2 n × 2 . The purpose of this work is to describe a structure preserving block Krylov method for approximating exp ( A ) V when A is a Hamiltonian or skew-Hamiltonian 2n-by-2n real matrix and V is a 2n-by-2s matrix ( s ≪ n ). Our approach is based on block Krylov subspace methods that preserve Hamiltonian and skew-Hamiltonian structures.

Keywords :

Block Krylov subspace method , Block Arnoldi , Exponential matrix

Journal title :

Applied Numerical Mathematics

Serial Year :

2014

Link To Document :