Preconditioning Lanczos Approximations to the Matrix Exponential


The Lanczos method is an iterative procedure to compute an orthogonal basis for the Krylov subspace generated by a symmetric matrix A and a starting vector v. An interesting application of this method is the computation of the matrix exponential exp(−τA)v. This vector plays an important role in the solution of parabolic equations where A results from some… (More)
DOI: 10.1137/040605461

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