An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential
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Publication:5243514
DOI10.1137/18M1228876zbMath1437.65033OpenAlexW2903007408WikidataQ115525582 ScholiaQ115525582MaRDI QIDQ5243514
Massimiliano Fasi, Nicholas J. Higham
Publication date: 18 November 2019
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/18m1228876
Padé approximationTaylor approximationmatrix exponentialforward error analysismatrix functionscaling and squaring methodmultiprecision arithmetic
Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
Related Items
Mixed precision algorithms in numerical linear algebra, Euler polynomials for the matrix exponential approximation, On the stability radius for linear time-delay systems, Jordan-Schur algorithms for computing the matrix exponential, A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions, Arbitrary Precision Algorithms for Computing the Matrix Cosine and its Fréchet Derivative
Uses Software
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