Efficient computation of matrix power-vector products: application for space-fractional diffusion problems

Izsák, Ferenc and Szekeres, Béla (2018) Efficient computation of matrix power-vector products: application for space-fractional diffusion problems. APPLIED MATHEMATICS LETTERS, 86. pp. 70-76. ISSN 0893-9659

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Abstract

A novel algorithm is proposed for computing matrix-vector products A^\alpha v, where A is a symmetric positive semidefinite sparse matrix and \alpha > 0. The method can be applied for the efficient implementation of the matrix transformation method to solve space-fractional diffusion problems. The performance of the new algorithm is studied in a comparison with the conventional MATLAB subroutines to compute matrix powers.

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