Coarse grid corrections in Krylov subspace evaluations of the matrix exponential

07/15/2021

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by   Mike A. Botchev, et al.

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A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and φ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with these functions. It is based on splitting the vector by which the matrix function is multiplied into a smooth part and a remaining part. The smooth part is then handled on a coarser grid, whereas the computations on the original grid are carried out with a relaxed stopping criterion tolerance. Estimates on the error are derived for the two-grid and multigrid variants of the proposed CGC algorithm. Numerical experiments demonstrate the efficiency of the algorithm.