Related papers: Efficient and accurate computation to the $\varphi…
A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
We propose a matrix-free algorithm for evaluating linear combinations of $\varphi$-function actions, $w_i := \sum_{j=0}^{p} \alpha_i^{\,j}\,\varphi_j(t_i A)v_j$ for $i=1\colon r$, arising in exponential integrators. The method combines the…
In this paper, we develop efficient and accurate evaluation for the Lyapunov operator function $\varphi_l(\mathcal{L}_A)[Q],$ where $\varphi_l(\cdot)$ is the function related to the exponential, $\mathcal{L}_A$ is a Lyapunov operator and…
In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…
This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A) := (\varphi_\ell(A))^{-1}$, for $\ell =1,2,\ldots,$ when $A$ is a large and sparse matrix with eigenvalues in the…
In recent years, a great deal of attention has been focused on numerically solving exponential integrators. The important ingredient to the implementation of exponential integrators is the efficient and accurate evaluation of the so called…
In this work we present a low-rank algorithm for computing low-rank approximations of large-scale Lyapunov operator $\varphi$-functions. These computations play a crucial role in implementing of matrix-valued exponential integrators for…
We propose a new method for computing the $\varphi$-functions of large sparse matrices with low rank or fast decaying singular values. The key is to reduce the computation of $\varphi_{\ell}$-functions of a large matrix to…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
Some important applicative problems require the evaluation of functions $\Psi$ of large and sparse and/or \emph{localized} matrices $A$. Popular and interesting techniques for computing $\Psi(A)$ and $\Psi(A)\mathbf{v}$, where $\mathbf{v}$…
The paper is concerned with efficient numerical methods for solving a linear system $\phi(A) x= b$, where $\phi(z)$ is a $\phi$-function and $A\in \mathbb R^{N\times N}$. In particular in this work we are interested in the computation of…
We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…
In this manuscript, we propose an efficient, practical and easy-to-implement way to approximate actions of $\varphi$-functions for matrices with $d$-dimensional Kronecker sum structure in the context of exponential integrators up to second…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
In this paper we introduce a family of rational approximations of the reciprocal of a $\phi$-function involved in the explicit solutions of certain linear differential equations, as well as in integration schemes evolving on manifolds. The…
We present a method for computing actions of the exponential-like $\varphi$-functions for a Kronecker sum $K$ of $d$ arbitrary matrices $A_\mu$. It is based on the approximation of the integral representation of the $\varphi$-functions by…
This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…
We introduce efficient $(1+\varepsilon)$-approximation algorithms for the binary matrix factorization (BMF) problem, where the inputs are a matrix $\mathbf{A}\in\{0,1\}^{n\times d}$, a rank parameter $k>0$, as well as an accuracy parameter…
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…