ART: adaptive residual--time restarting for Krylov subspace matrix exponential evaluations
Numerical Analysis
2018-12-27 v1 Numerical Analysis
Computational Physics
Abstract
In this paper a new restarting method for Krylov subspace matrix exponential evaluations is proposed. Since our restarting technique essentially employs the residual, some convergence results for the residual are given. We also discuss how the restart length can be adjusted after each restart cycle, which leads to an adaptive restarting procedure. Numerical tests are presented to compare our restarting with three other restarting methods. Some of the algorithms described in this paper are a part of the Octave/Matlab package expmARPACK available at http://team.kiam.ru/botchev/expm/.
Cite
@article{arxiv.1812.10165,
title = {ART: adaptive residual--time restarting for Krylov subspace matrix exponential evaluations},
author = {Mikhail A. Botchev and Leonid A. Knizhnerman},
journal= {arXiv preprint arXiv:1812.10165},
year = {2018}
}
Comments
21 pages, 7 figures