Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential

DOI10.1137/15M1027553zbMath1382.65125MaRDI QIDQ2790066

Yuji Nakatsukasa, Stefan Güttel

Publication date: 2 March 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

conditioningmatrix exponentialscaling and squaringstable matrixmatrix function times a vectorsubdiagonal Padé approximation

Mathematics Subject Classification ID

Factorization of matrices (15A23) Approximation by rational functions (41A20) Padé approximation (41A21) Roundoff error (65G50) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (4)

Optimality of the Paterson-Stockmeyer method for evaluating matrix polynomials and rational matrix functions ⋮ Euler polynomials for the matrix exponential approximation ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ Fast Computation of the Matrix Exponential for a Toeplitz Matrix

Uses Software

• RODAS
• mctoolbox
• MATLAB expm
• RKToolbox
• mftoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
• Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
• Numerical range and functional calculus in Hilbert space
• Approximation of exponential function of a matrix by continued fraction expansion
• Resolvent Krylov subspace approximation to operator functions
• RD-rational approximations of the matrix exponential
• The Padé method for computing the matrix exponential
• Padé approximation for the exponential of a block triangular matrix
• Talbot quadratures and rational approximations
• Padé approximations to the operator exponential
• Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
• The Matrix Unwinding Function, with an Application to Computing the Matrix Exponential
• The Carathéodory–Fejér Method for Real Rational Approximation
• Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
• Using the Restricted-denominator Rational Arnoldi Method for Exponential Integrators
• Parabolic and hyperbolic contours for computing the Bromwich integral
• A New Scaling and Squaring Algorithm for the Matrix Exponential
• Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Order stars and stability theorems
• Efficient Solution of Parabolic Equations by Krylov Approximation Methods
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• The Sensitivity of the Matrix Exponential
• A Schur--Fréchet Algorithm for Computing the Logarithm and Exponential of a Matrix
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Accuracy and Stability of Numerical Algorithms
• Matrix transformations for computing rightmost eigenvalues of large sparse non-symmetric eigenvalue problems
• Lyapunov Inverse Iteration for Computing a Few Rightmost Eigenvalues of Large Generalized Eigenvalue Problems
• Functions of Matrices
• Preconditioning Lanczos Approximations to the Matrix Exponential
• Matrix Iterative Analysis
• Conditioning of the exponential of a block triangular matrix

This page was built for publication: Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential