Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential
Copyright policy )Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential
Summary: The Lanczos method with shift-invert technique is exploited to approximate the symmetric positive semidefinite Toeplitz matrix exponential. The complexity is lowered by the Gohberg-Semencul formula and the fast Fourier transform. Application to the numerical solution of an integral equation is studied. Numerical experiments are carried out to demonstrate the effectiveness of the proposed method.
- University of Macau Macao
Numerical computation of matrix exponential and similar matrix functions, Lanczos method, shift-invert technique, Numerical methods for integral equations, Toeplitz matrix, fast Fourier transform, Gohberg-Semencul formula, Krylov subspace method, matrix exponential, integral equation, numerical experiments, Numerical methods for discrete and fast Fourier transforms
Numerical computation of matrix exponential and similar matrix functions, Lanczos method, shift-invert technique, Numerical methods for integral equations, Toeplitz matrix, fast Fourier transform, Gohberg-Semencul formula, Krylov subspace method, matrix exponential, integral equation, numerical experiments, Numerical methods for discrete and fast Fourier transforms
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