Matrix exponential and Krylov subspaces for fast time domain computations: recent advances
نویسنده
چکیده
By using the matrix exponential operator, solution of the system can be written as y(t) = exp(−tA)v. Numerical algorithms, which are based on this approach, are called exponential time integration methods. The essential point is that not the matrix exponential itself but rather its action on the vector v is computed. An attractive feature of the formula y(t) = exp(−tA)v is that it provides solution for virtually any time moment, without time stepping. Often, this leads to a significantly faster time solution than with the standard time integration, such as the classical FDTD method.
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