A Monte Carlo method for computing the action of a matrix exponential on a vector
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Publication:2286060
DOI10.1016/j.amc.2019.06.059zbMath1433.65087arXiv1904.12759OpenAlexW2953456811WikidataQ115598141 ScholiaQ115598141MaRDI QIDQ2286060
Publication date: 9 January 2020
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.12759
Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
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