Computing exp ( − τA ) b by the Filtered Conjugate Residual Algorithm ∗
نویسندگان
چکیده
This paper discusses a class of Filtered Conjugate Residual Algorithms (FCR) as a way to compute the product of the exponential of a matrix by an arbitrary vector. These methods utilize implicitly expansions of the exponential function in a basis of orthogonal polynomials. FCR methods based on Laguerre, Hermite, and Chebyshev polynomials, are described and their performances are compared. The paper discusses how scaling and staging can affect convergence.
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COMPUTING exp(−τA)b WITH LAGUERRE POLYNOMIALS
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