Parallel Matrix Function Evaluation via Initial value ODE modelling
Numerical Analysis
2015-06-01 v1
Abstract
The purpose of this article is to propose ODE based approaches for the numerical evaluation of matrix functions , a question of major interest in the numerical linear algebra. To this end, we model as the solution at a finite time of a time dependent equation. We use parallel algorithms, such as the parareal method, on the time interval in order to solve the evolution equation obtained. When is reached as a stable steady state, it can be computed by combining parareal algorithms and optimal control techniques. Numerical illustrations are given.
Cite
@article{arxiv.1505.07959,
title = {Parallel Matrix Function Evaluation via Initial value ODE modelling},
author = {Jean-Paul Chehab and Madalina Petcu},
journal= {arXiv preprint arXiv:1505.07959},
year = {2015}
}