Fast Computation of the Matrix Exponential for a Toeplitz Matrix (Q3130420): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A fast solver for linear systems with displacement structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Templates for the Solution of Algebraic Eigenvalue Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fast Stable Solver for Nonsymmetric Toeplitz and Quasi-Toeplitz Systems of Linear Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3433874 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3788266 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable and Efficient Algorithms for Structured Systems of Linear Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algebraic methods for Toeplitz-like matrices and operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functions of Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Scaling and Squaring Method for the Matrix Exponential Revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Krylov Subspace Approximations to the Matrix Exponential Operator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computations with Gohberg-Semencul-type formulas for Toeplitz matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Displacement Structure for Block-Toeplitz, Toeplitz-Block, and Toeplitz-Derived Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Displacement Structure: Theory and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4265495 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Spectral Order Method for Inverting Sectorial Laplace Transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structured Matrices in Mathematics, Computer Science, and Engineering I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decreasing the Displacement Rank of a Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: \texttt{smt}: A Matlab toolbox for structured matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient solution of a partial integro-differential equation in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Look-Ahead Block Schur Algorithm for Toeplitz-Like Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Exponentially Convergent Trapezoidal Rule / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Superfast Structured Solver for Toeplitz Linear Systems via Randomized Sampling / rank
 
Normal rank

Revision as of 00:40, 15 July 2024

scientific article
Language Label Description Also known as
English
Fast Computation of the Matrix Exponential for a Toeplitz Matrix
scientific article

    Statements

    Fast Computation of the Matrix Exponential for a Toeplitz Matrix (English)
    0 references
    22 January 2018
    0 references
    Toeplitz matrix
    0 references
    matrix exponential
    0 references
    displacement structure
    0 references
    rational approximation
    0 references
    option pricing
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references