Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential

@article{Lee2010ShiftInvertAA,
  title={Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential},
  author={Spike T. Lee and Hong-Kui Pang and Hai-Wei Sun},
  journal={SIAM J. Scientific Computing},
  year={2010},
  volume={32},
  pages={774-792}
}
The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and recurrence coefficients produced by this method are exploited to approximate the Toeplitz matrix exponential. Toeplitz matrix inversion formula and rapid Toeplitz matrix-vector multiplications are utilized to lower the computational costs. For convergence analysis, a sufficient condition is established to guarantee… CONTINUE READING

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