Restricted Denominator (RD) rational approximations to the matrix exponential operator are constructed by interpolation in points related to Krylov subspaces associated to a rational transform of the particular matrix considered. Convergence analysis are provided. Numerical experiments show the effectiveness of the proposed methods in applications involving discretizations of differential operators.
RD rational approximations of the matrix exponential
MORET, IGOR;NOVATI, PAOLO
2004-01-01
Abstract
Restricted Denominator (RD) rational approximations to the matrix exponential operator are constructed by interpolation in points related to Krylov subspaces associated to a rational transform of the particular matrix considered. Convergence analysis are provided. Numerical experiments show the effectiveness of the proposed methods in applications involving discretizations of differential operators.File in questo prodotto:
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