Affordable Access

deepdyve-link
Publisher Website

On the finite section method for computing exponentials of doubly-infinite skew-Hermitian matrices

Authors
  • Shao, Meiyue1, 2, 3
  • 1 ANCHP
  • 2 MATHICSE
  • 3 EPF Lausanne
Type
Published Article
Journal
Linear Algebra and its Applications
Publisher
Elsevier
Publication Date
Jan 01, 2014
Accepted Date
Mar 14, 2014
Identifiers
DOI: 10.1016/j.laa.2014.03.021
Source
Elsevier
Keywords
License
Unknown

Abstract

Computing the exponential of large-scale skew-Hermitian matrices or parts thereof is frequently required in applications. In this work, we consider the task of extracting finite diagonal blocks from a doubly-infinite skew-Hermitian matrix. These matrices usually have unbounded entries which impede the application of many classical techniques from approximation theory. We analyze the decay property of matrix exponentials for several classes of banded skew-Hermitian matrices. Then finite section methods based on the decay property are presented. We use several examples to demonstrate the effectiveness of these methods.

Report this publication

Statistics

Seen <100 times