Efficient and accurate computation to the φ-function and its action on a vector

01/24/2021

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by   Siyu Yang, et al.

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In this paper, we develop efficient and accurate algorithms for evaluating φ(A) and φ(A)b, where A is an N× N matrix, b is an N dimensional vector and φ is the function defined by φ(x)≡∑^∞_k=0z^k/(1+k)!. Such matrix function (the so-called φ-function) plays a key role in a class of numerical methods well-known as exponential integrators. The algorithms use the scaling and modified squaring procedure combined with truncated Taylor series. The backward error analysis is presented to find the optimal value of the scaling and the degree of the Taylor approximation. Some useful techniques are employed for reducing the computational cost. Numerical comparisons with state-of-the-art algorithms show that the algorithms perform well in both accuracy and efficiency.