2 POLYNOMIAL METHODS OF CALCULATING FUNCTIONS OF SYMMETRICAL MATRICES

被引:117
作者
DRUSKIN, VL
KNIZHNERMAN, LA
机构
来源
USSR COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1989年 / 29卷 / 06期
关键词
D O I
10.1016/S0041-5553(89)80020-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Methods of calculating f(A)phi, where A is a symmetric matrix and phi is a vector, using operator Chebyshev series and the Lanczos method, are considered. The efficiency of the proposed methods is demonstrated by the numerical solution of the two-dimensional heat-conduction equation. Error bounds are derived for the functions f(A) of the form exp(-tA), exp(-tA1/2), cos(tA1/2), and A-1
引用
收藏
页码:112 / 121
页数:10
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