A Stable Algorithm for Matrix Exponent Calculation
Seminar
Speaker
Teddy Lezebnik - BIU
Date
26/05/2016 - 11:30 - 10:30Add to Calendar
2016-05-26 10:30:00
2016-05-26 11:30:00
A Stable Algorithm for Matrix Exponent Calculation
We propose a numerical algorithm for calculation of the matrix exponential, which is stable for every matrix and any number of required signficiant digits. The algorithm is based on the Lanczos method of eigenvalue calculation. Theoretical analysis and proof of stability of the algorithm is given.
Joint work with Shlomo Yanetz and Gregory Agranovich (Ariel)
Math building 216, Seminar room 201
אוניברסיטת בר-אילן - Department of Mathematics
mathoffice@math.biu.ac.il
Asia/Jerusalem
public
Place
Math building 216, Seminar room 201
Abstract
We propose a numerical algorithm for calculation of the matrix exponential, which is stable for every matrix and any number of required signficiant digits. The algorithm is based on the Lanczos method of eigenvalue calculation. Theoretical analysis and proof of stability of the algorithm is given.
Joint work with Shlomo Yanetz and Gregory Agranovich (Ariel)
Last Updated Date : 23/05/2016
