459 research outputs found
Residual, restarting and Richardson iteration for the matrix exponential
A well-known problem in computing some matrix functions iteratively is a lack of a clear, commonly accepted residual notion. An important matrix function for which this is the case is the matrix exponential. Assume, the matrix exponential of a given matrix times a given vector has to be computed. We interpret the sought after vector as a value of a vector function satisfying the linear system of ordinary differential equations (ODE), whose coefficients form the given matrix. The residual is then defined with respect to the initial-value problem for this ODE system. The residual introduced in this way can be seen as a backward error. We show how the residual can efficiently be computed within several iterative methods for the matrix exponential. This completely resolves the question of reliable stopping criteria for these methods. Furthermore, we show that the residual concept can be used to construct new residual-based iterative methods. In particular, a variant of the Richardson method for the new residual appears to provide an efficient way to restart Krylov subspace methods for evaluating the matrix exponential.\u
Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
Light incident on a layer of scattering material such as a piece of sugar or
white paper forms a characteristic speckle pattern in transmission and
reflection. The information hidden in the correlations of the speckle pattern
with varying frequency, polarization and angle of the incident light can be
exploited for applications such as biomedical imaging and high-resolution
microscopy. Conventional computational models for multi-frequency optical
response involve multiple solution runs of Maxwell's equations with
monochromatic sources. Exponential Krylov subspace time solvers are promising
candidates for improving efficiency of such models, as single monochromatic
solution can be reused for the other frequencies without performing full
time-domain computations at each frequency. However, we show that the
straightforward implementation appears to have serious limitations. We further
propose alternative ways for efficient solution through Krylov subspace
methods. Our methods are based on two different splittings of the unknown
solution into different parts, each of which can be computed efficiently.
Experiments demonstrate a significant gain in computation time with respect to
the standard solvers.Comment: 22 pages, 4 figure
- ā¦