Practical shift choice in the shift-and-invert Krylov subspace evaluations of the matrix exponential

28 Sep 2019 Katrutsa Alexandr Botchev Mike Oseledets Ivan

We propose two methods to find a proper shift parameter in the shift-and-invert method for computing matrix exponential matrix-vector products. These methods are useful in the case of matrix exponential action has to be computed for a number of vectors... (read more)

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  • NUMERICAL ANALYSIS
  • NUMERICAL ANALYSIS