Abstract
SummaryKrylov subspace approximations to the matrix exponential are popularly used with full orthogonalization instead of incomplete orthogonalization, even though the latter strategy is known to reduce the cost by truncating the recurrences of the modified Gram–Schmidt process. This study combines such a strategy with an adaptive step‐by‐step integration scheme that allows both the stepsize and the dimension of the Krylov subspace to vary. A convergence analysis is done. Numerical results on test problems drawn from systems biology and computer systems show a significant speedup over the standard implementation with full orthogonalization and fixed dimension.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.