On Adaptive Choice of Shifts in Rational Krylov Subspace Reduction of Evolutionary Problems
We compute $u(t)=\exp(-tA)\varphi$ using rational Krylov subspace reduction for $0\leq t<\infty$, where $u(t),\varphi\in\mathbf{R}^N$ and $0<A=A^*\in\mathbf{R}^{N\times N}$. A priori optimization of the rational Krylov subspaces for this problem was considered in [V. Druskin, L. Knizhnerman, a...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Society of Industrial and Applied Mathematics (SIAM)
2011
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| Online Access: | http://hdl.handle.net/1721.1/60578 |