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The Krylov Subspace Methods For The Computation Of Matrix Exponentials, Hao Wang

Theses and Dissertations--Mathematics

The problem of computing the matrix exponential e^tA arises in many theoretical and practical problems. Many methods have been developed to accurately and efficiently compute this matrix function or its product with a vector, i.e., e^tAv. In the past few decades, with the increasing need of the computation for large sparse matrices, iterative methods such as the Krylov subspace methods have proved to be a powerful class of methods in dealing with many linear algebra problems. The Krylov subspace methods have been introduced for computing matrix exponentials by Gallopoulos and Saad, and the corresponding error bounds …