Residual, Restarting, and Richardson Iteration for the Matrix Exponential
Residual, Restarting, and Richardson Iteration for the Matrix Exponential
A well-known problem in computing some matrix functions iteratively is the lack of a clear, commonly accepted residual notion. An important matrix function for which this is the case is the matrix exponential. Suppose the matrix exponential of a given matrix times a given vector has to be computed. We …