Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
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Publication:3095070
DOI10.1137/100788860zbMath1234.65028DBLPjournals/siamsc/Al-MohyH11OpenAlexW2028212620WikidataQ56998698 ScholiaQ56998698MaRDI QIDQ3095070
Nicholas J. Higham, Awad H. Al-Mohy
Publication date: 28 October 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/1591/1/alhi11.pdf
algorithmnumerical experimentscondition numberLaguerre polynomialconditioningTaylor seriesChebyshev polynomialscaling methodbackward error analysismatrix exponentialKrylov methodrounding errorexponential integratoroverscaling
Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
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