Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy

DOI10.1090/S0025-5718-2013-02677-4zbMath1279.65051OpenAlexW2092918057MaRDI QIDQ2840622

Jungong Xue, Qiang Ye

Publication date: 23 July 2013

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02677-4

zbMATH Keywords

algorithmnumerical exampleserror analysisTaylor series methodmatrix exponentialspolynomial methodnon-negative matrices

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (4)

Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues ⋮ Influence prediction for continuous-time information propagation on networks ⋮ Approximations for time-dependent distributions in Markovian fluid models ⋮ Componentwise accurate fluid queue computations using doubling algorithms

Uses Software

• MATLAB expm
• mftoolbox
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Cites Work

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