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)

Full work available at URL https://doi.org/10.1007/BF02243806

zbMATH Keywords

comparison of methodsinterval analysisiterative defect correctionmatrix exponentialPadé approximationssafe error monitoringscaling and squaring

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)

Review text

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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Cites work

• Accurate arithmetic results for decimal data on non-decimal computers
• 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?)
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Numerical Computation of the Matrix Exponential with Accuracy Estimate

Cited in

(9)

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

Describes a project that uses

Uses Software

• HIFICOMP

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