A self-validating numerical method for the matrix exponential (Q1262083)
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English | A self-validating numerical method for the matrix exponential |
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A self-validating numerical method for the matrix exponential (English)
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1989
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An algorithm is presented which produces highly accurate and automatically verified bounds for \(\exp (A)=\sum^{\infty}_{k=0}A^ k/k!\) where A is a real \(n\times n\) matrix. The method is based on interval analysis techniques and the iterative defect correction principle. The ``scaling and squaring'' approach is realized by the Padé approximations and safe error monitoring. Finally there are three examples \((n=2\), \(n=3)\) in order to compare the numerical results with the results by conventional floating-point computations.
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matrix exponential
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comparison of methods
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interval analysis
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iterative defect correction
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scaling and squaring
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Padé approximations
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safe error monitoring
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