Article,

Error estimates for Krylov subspace approximations of matrix exponentials

, and .
Journal of Computational and Applied Mathematics, 72 (2): 359 - 369 (1996)
DOI: 10.1016/0377-0427(96)00006-4

Abstract

The paper develops a better upper estimate of the error for the Krylov subspace approximations to the exponential of a large matrix than that given by Gallopoulos and Saad (1992). This approach is based on Chebyshev series approximation.

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