An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential

DOI10.1137/18M1228876zbMath1437.65033OpenAlexW2903007408WikidataQ115525582 ScholiaQ115525582MaRDI QIDQ5243514

Massimiliano Fasi, Nicholas J. Higham

Publication date: 18 November 2019

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

Full work available at URL: https://doi.org/10.1137/18m1228876

zbMATH Keywords

Padé approximationTaylor approximationmatrix exponentialforward error analysismatrix functionscaling and squaring methodmultiprecision arithmetic

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (6)

Mixed precision algorithms in numerical linear algebra ⋮ Euler polynomials for the matrix exponential approximation ⋮ On the stability radius for linear time-delay systems ⋮ Jordan-Schur algorithms for computing the matrix exponential ⋮ A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions ⋮ Arbitrary Precision Algorithms for Computing the Matrix Cosine and its Fréchet Derivative

Uses Software

• Maple
• Mathematica
• Matlab
• SageMath
• mctoolbox
• mpmath
• Arb
• Julia
• MATLAB expm
• mftoolbox

Cites Work

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• An Improved Schur--Padé Algorithm for Fractional Powers of a Matrix and Their Fréchet Derivatives
• Julia: A Fresh Approach to Numerical Computing
• A Schur–Padé Algorithm for Fractional Powers of a Matrix
• Improved Inverse Scaling and Squaring Algorithms for the Matrix Logarithm
• Reducing the influence of tiny normwise relative errors on performance profiles
• A New Scaling and Squaring Algorithm for the Matrix Exponential
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• The Sensitivity of the Matrix Exponential
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• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• Computing the Wave-Kernel Matrix Functions
• A Truncated Taylor Series Algorithm for Computing the Action of Trigonometric and Hyperbolic Matrix Functions
• Arb: Efficient Arbitrary-Precision Midpoint-Radius Interval Arithmetic
• Computational Mathematics with SageMath
• Accurate and efficient matrix exponential computation
• New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously
• An Algorithm for the Matrix Lambert $W$ Function
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Multiprecision Algorithms for Computing the Matrix Logarithm
• Functions of Matrices
• Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
• On the Number of Nonscalar Multiplications Necessary to Evaluate Polynomials
• Computing the Action of Trigonometric and Hyperbolic Matrix Functions
• Benchmarking optimization software with performance profiles.

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