A New Scaling and Squaring Algorithm for the Matrix Exponential
From MaRDI portal
Publication:3584140
DOI10.1137/09074721XzbMath1194.15021OpenAlexW1990647940MaRDI QIDQ3584140
Awad H. Al-Mohy, Nicholas J. Higham
Publication date: 19 August 2010
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/09074721x
expmapproximationMATLABbackward error analysismatrix exponentialmatrix functionscaling and squaring methodPadéoverscalingmatrix norm estimation
Related Items (only showing first 100 items - show all)
Euler polynomials for the matrix exponential approximation ⋮ An explicit exponential integrator based on Faber polynomials and its application to seismic wave modeling ⋮ A second order directional split exponential integrator for systems of advection-diffusion-reaction equations ⋮ Structured level-2 condition numbers of matrix functions ⋮ Space-time adaptive ADER discontinuous Galerkin schemes for nonlinear hyperelasticity with material failure ⋮ Fast Bayesian estimation of spatial count data models ⋮ On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm ⋮ A technique for improving the computation of functions of triangular matrices ⋮ Firing-rate models for neurons with a broad repertoire of spiking behaviors ⋮ A \(\mu\)-mode integrator for solving evolution equations in Kronecker form ⋮ Backward error analysis of polynomial approximations for computing the action of the matrix exponential ⋮ Computing project makespan distributions: Markovian PERT networks revisited ⋮ Exponential integration for efficient and accurate multibody simulation with stiff viscoelastic contacts ⋮ The complex step approximation to the Fréchet derivative of a matrix function ⋮ Numerical computation of eigenvalues in spectral gaps of Schrödinger operators ⋮ A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process ⋮ Computing the Wave-Kernel Matrix Functions ⋮ A Truncated Taylor Series Algorithm for Computing the Action of Trigonometric and Hyperbolic Matrix Functions ⋮ On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation ⋮ Fully anisotropic hyperelasto-plasticity with exponential approximation by power series and scaling/squaring ⋮ Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators ⋮ Efficient mixed rational and polynomial approximation of matrix functions ⋮ Exponential time differencing for the tracer equations appearing in primitive equation ocean models ⋮ Optimality of the Paterson-Stockmeyer method for evaluating matrix polynomials and rational matrix functions ⋮ Efficient evaluation of matrix polynomials ⋮ Combining DPG in space with DPG time-marching scheme for the transient advection-reaction equation ⋮ Structured condition number for a certain class of functions of non-commuting matrices ⋮ Split S-ROCK methods for high-dimensional stochastic differential equations ⋮ Direct energy minimization based on exponential transformation in density functional calculations of finite and extended systems ⋮ A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model ⋮ Accurate matrix exponential computation to solve coupled differential models in engineering ⋮ Algorithms for perturbative analysis and simulation of quantum dynamics ⋮ Exponential Runge-Kutta parareal for non-diffusive equations ⋮ Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators ⋮ Time-discretization approximation enriches continuous-time discrete-space models for animal movement ⋮ Explicit formulas for the matrix exponential ⋮ A Unifying Framework for Higher Order Derivatives of Matrix Functions ⋮ Learning multi-agent coordination through connectivity-driven communication ⋮ Further properties of random orthogonal matrix simulation ⋮ High order methods for the integration of the Bateman equations and other problems of the form of \(y^{\prime}=F(y,t)y\) ⋮ Efficient orthogonal matrix polynomial based method for computing matrix exponential ⋮ A \(\mu\)-mode BLAS approach for multidimensional tensor-structured problems ⋮ Jordan-Schur algorithms for computing the matrix exponential ⋮ Substitution algorithms for rational matrix equations ⋮ Pseudospectral discretization of delay differential equations in sun-star formulation: results and conjectures ⋮ APPROXIMATION OF THE LINEAR COMBINATION OF <i>φ</i>-FUNCTIONS USING THE BLOCK SHIFT-AND-INVERT KRYLOV SUBSPACE METHOD ⋮ On the stability of some algorithms for computing the action of the matrix exponential ⋮ Multiprecision Algorithms for Computing the Matrix Logarithm ⋮ Approximation of the matrix exponential for matrices with a skinny field of values ⋮ Efficient computation of the matrix cosine ⋮ The probability distribution of the ancestral population size conditioned on the reconstructed phylogenetic tree with occurrence data ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Computing Enclosures for the Matrix Exponential ⋮ High performance computing of the matrix exponential ⋮ Deterministic quantum annealing expectation-maximization algorithm ⋮ A scalable exponential-DG approach for nonlinear conservation laws: with application to Burger and Euler equations ⋮ Solving the discrete Euler-Arnold equations for the generalized rigid body motion ⋮ A new efficient and accurate spline algorithm for the matrix exponential computation ⋮ Numerical solutions to large-scale differential Lyapunov matrix equations ⋮ Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators ⋮ A Fast Time Splitting Finite Difference Approach to Gross–Pitaevskii Equations ⋮ Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function ⋮ Computing the Action of Trigonometric and Hyperbolic Matrix Functions ⋮ Orthogonal polynomial expansions for the matrix exponential ⋮ D-convergence and conditional GDN-stability of exponential Runge-Kutta methods for semilinear delay differential equations ⋮ Boosting the computation of the matrix exponential ⋮ A DPG-based time-marching scheme for linear hyperbolic problems ⋮ Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential ⋮ The complex step approximation to the higher order Fréchet derivatives of a matrix function ⋮ Applications of Magnus expansions and pseudospectra to Markov processes ⋮ Solving engineering models using hyperbolic matrix functions ⋮ Estimation of continuous and discrete time co-integrated systems with stock and flow variables ⋮ A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions ⋮ Efficient implementation of partitioned stiff exponential Runge-Kutta methods ⋮ Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) ⋮ Computing the probability of gene trees concordant with the species tree in the multispecies coalescent ⋮ Efficient computation of phi-functions in exponential integrators ⋮ On Bernoulli matrix polynomials and matrix exponential approximation ⋮ Stable model order reduction for time-domain exterior vibro-acoustic finite element simulations ⋮ Accurate and efficient matrix exponential computation ⋮ Matrix Inverse Trigonometric and Inverse Hyperbolic Functions: Theory and Algorithms ⋮ Testing Matrix Function Algorithms Using Identities ⋮ An efficient Strang splitting technique combined with the multiquadric-radial basis function for the Burgers' equation ⋮ A new method for computing the matrix exponential operation based on vector valued rational approximations ⋮ Inventory systems with stochastic and batch demand: computational approaches ⋮ Computing the reciprocal of a \(\phi\)-function by rational approximation ⋮ Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy ⋮ Quantum entropic regularization of matrix-valued optimal transport ⋮ An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential ⋮ Continuous-time discrete-state modeling for deep whale dives ⋮ Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators ⋮ On the backward and forward error of approximations of analytic functions and applications to the computation of matrix functions ⋮ Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems ⋮ New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously ⋮ Bounds for variable degree rational \(L_\infty\) approximations to the matrix exponential ⋮ The Scaling, Splitting, and Squaring Method for the Exponential of Perturbed Matrices ⋮ An Algorithm for the Matrix Lambert $W$ Function ⋮ Arbitrary Precision Algorithms for Computing the Matrix Cosine and its Fréchet Derivative ⋮ Accurate dense output formula for exponential integrators using the scaling and squaring method ⋮ High-Performance Computation of the Exponential of a Large Sparse Matrix
Uses Software
This page was built for publication: A New Scaling and Squaring Algorithm for the Matrix Exponential