Computing the exponential of an intensity matrix

DOI10.1016/0377-0427(93)90036-BzbMath0781.65036MaRDI QIDQ1801855

G. Kemble Bennett, Brian J. Melloy

Publication date: 17 August 1993

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

preconditioningMarkov processmatrix exponentialscaling and squaring methodintensity matrix

Mathematics Subject Classification ID

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Cites Work

• Truncated Taylor series approximation to the state transition matrix of a continuous parameter finite Markov chain
• Balancing a matrix for calculation of eigenvalues and eigenvectors
• On Some Common Interests Among Reliability, Inventory, and Queuing
• Truncation and round-off errors in computation of matrix exponentials
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• The Sensitivity of the Matrix Exponential
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
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