A self-validating numerical method for the matrix exponential

DOI10.1007/BF02243806MaRDI QIDQ1262083zbMATH OpenFDO

Authors Pavel B. Bochev, Svetoslav Markov

Publication date 1989

Published in Computing (Search for Journal in Brave)

zbMATH Keywords

interval analysiscomparison of methodsmatrix exponentialscaling and squaringiterative defect correctionsafe error monitoringPadé approximations

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Padé approximation (41A21) Interval and finite arithmetic (65G30)

Recommendations

• Computing enclosures for the matrix exponential
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• Simultaneous self-verified computation of exp(A) and \(\int_{0}^{1}\exp (As)ds\)
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Cites work

• scientific article; zbMATH DE number 3649911 (Why is no real title available?)
• scientific article; zbMATH DE number 3907664 (Why is no real title available?)
• scientific article; zbMATH DE number 3766957 (Why is no real title available?)
• Accurate arithmetic results for decimal data on non-decimal computers
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Numerical Computation of the Matrix Exponential with Accuracy Estimate

Cited in

(9)

• Simultaneous self-verified computation of exp(A) and \(\int_{0}^{1}\exp (As)ds\)
• Verified computation of real powers of matrices
• Computing enclosures for the matrix Mittag-Leffler function
• Fast verified computation for real powers of large matrices with Kronecker structure
• Computing enclosures for the matrix exponential
• Verified computation for the matrix principal logarithm
• Exponentials of symmetric matrices through tridiagonal reductions
• Verified computation of matrix gamma function
• Verified computation of the matrix exponential

Describes a project that uses

Uses Software

• HIFICOMP

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