On monotonicity of the Lanczos approximation to the matrix exponential

  • Druskin V
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We prove strictly monotonic error decrease in the Euclidian norm of the Krylov subspace approximation of exp (A) φ, where φ and A are respectively a vector and a symmetric matrix. In addition, we show that the norm of the approximate solution grows strictly monotonically with the subspace dimension. © 2008 Elsevier Inc. All rights reserved.

Author-supplied keywords

  • Krylov subspace
  • Matrix exponential
  • Strictly monotonic convergence
  • Symmetric matrix
  • Total positivity

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  • Vladimir Druskin

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