Accurate and efficient matrix exponential computation

DOI10.1080/00207160.2013.791392zbMath1291.65139OpenAlexW2012692201MaRDI QIDQ4979549

Jorge Sastre, Pedro A. Ruiz, Emilio Defez, Jacinto-Javier Ibáñez

Publication date: 23 June 2014

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/59082

zbMATH Keywords

error analysisTaylor seriesmatrix exponentialscaling and squaring

Mathematics Subject Classification ID

Related Items (10)

On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm ⋮ Euler polynomials for the matrix exponential approximation ⋮ On Bernoulli series approximation for the matrix cosine ⋮ High performance computing of the matrix exponential ⋮ Boosting the computation of the matrix exponential ⋮ Advanced computational engineering ⋮ An efficient Strang splitting technique combined with the multiquadric-radial basis function for the Burgers' equation ⋮ An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential ⋮ The Scaling, Splitting, and Squaring Method for the Exponential of Perturbed Matrices ⋮ High-Performance Computation of the Exponential of a Large Sparse Matrix

Uses Software

• LAPACK
• Matlab
• mctoolbox
• MATLAB expm

Cites Work

• Accurate matrix exponential computation to solve coupled differential models in engineering
• The Padé method for computing the matrix exponential
• Padé approximation for the exponential of a block triangular matrix
• A New Scaling and Squaring Algorithm for the Matrix Exponential
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• Accuracy and Stability of Numerical Algorithms
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Functions of Matrices
• On the Number of Nonscalar Multiplications Necessary to Evaluate Polynomials
• Benchmarking optimization software with performance profiles.
• Conditioning of the exponential of a block triangular matrix

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