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 -functions of large sparse matrices with low rank or fast decaying singular values. The key is to reduce the computation of -functions of a large matrix to -functions of some -by- matrices, where 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 -functions. Numerical experiments illustrate the numerical behavior of the new algorithms and show the effectiveness of our theoretical results.
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