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Computable upper error bounds for Krylov approximations to matrix exponentials and associated [Formula: see text] -functions
An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on the error, in contrast to existing asymptotical approximati...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7039864/ https://www.ncbi.nlm.nih.gov/pubmed/32161518 http://dx.doi.org/10.1007/s10543-019-00771-6 |