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 approximation of the matrix exponential operator
NOVATI, PAOLO;
2004
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.
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