English

Efficient and accurate computation to the $\varphi$-function and its action on a vector

Numerical Analysis 2021-01-26 v1 Numerical Analysis

Abstract

In this paper, we develop efficient and accurate algorithms for evaluating φ(A)\varphi(A) and φ(A)b\varphi(A)b, where AA is an N×NN\times N matrix, bb is an NN dimensional vector and φ\varphi is the function defined by φ(x)k=0zk(1+k)!\varphi(x)\equiv\sum\limits^{\infty}_{k=0}\frac{z^k}{(1+k)!}. Such matrix function (the so-called φ\varphi-function) plays a key role in a class of numerical methods well-known as exponential integrators. The algorithms use the scaling and modified squaring procedure combined with truncated Taylor series. The backward error analysis is presented to find the optimal value of the scaling and the degree of the Taylor approximation. Some useful techniques are employed for reducing the computational cost. Numerical comparisons with state-of-the-art algorithms show that the algorithms perform well in both accuracy and efficiency.

Keywords

Cite

@article{arxiv.2101.09674,
  title  = {Efficient and accurate computation to the $\varphi$-function and its action on a vector},
  author = {Siyu Yang and Dongping Li},
  journal= {arXiv preprint arXiv:2101.09674},
  year   = {2021}
}
R2 v1 2026-06-23T22:27:48.275Z