English

A New Method for Computing $\varphi$-functions and Their Condition Numbers of Large Sparse Matrices

Numerical Analysis 2016-08-02 v1

Abstract

We propose a new method for computing the φ\varphi-functions of large sparse matrices with low rank or fast decaying singular values. The key is to reduce the computation of φ\varphi_{\ell}-functions of a large matrix to φ+1\varphi_{\ell+1}-functions of some rr-by-rr matrices, where rr is the numerical rank of the large matrix in question. Some error analysis on the new method is given. Furthermore, we propose two novel strategies for estimating 2-norm condition numbers of the φ\varphi-functions. Numerical experiments illustrate the numerical behavior of the new algorithms and show the effectiveness of our theoretical results.

Keywords

Cite

@article{arxiv.1608.00419,
  title  = {A New Method for Computing $\varphi$-functions and Their Condition Numbers of Large Sparse Matrices},
  author = {Gang Wu and Lu Zhang},
  journal= {arXiv preprint arXiv:1608.00419},
  year   = {2016}
}

Comments

21 pages, 1 figure

R2 v1 2026-06-22T15:09:05.558Z