Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
algorithmerror analysismatrix exponentialsnon-negative matricesnumerical examplespolynomial methodTaylor series method
Conditioning of matrices (15A12) Matrix exponential and similar functions of matrices (15A16) Positive matrices and their generalizations; cones of matrices (15B48) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of matrix exponential and similar matrix functions (65F60)
This authors consider the computation of exponentials of essentially non-negative matrices, or of matrices whith non-negative nondiagonal elements. Three algorithms to compute the exponentials entrywise are presented. The first algorithm is a new version of the Taylor series method with a truncation criterion and an entrywise error analysis included. The second and the third are based in the polynomial method applied to the characteristic polynomial and the matrix exponential, respectively, where the entrywise relative accuracy is the main feature. Some examples validate the presented methods.
- Aggressively truncated Taylor series method for accurate computation of exponentials of essentially nonnegative matrices
- New scaling-squaring Taylor algorithms for computing the matrix exponential
- Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
- scientific article; zbMATH DE number 5524461
- Accurate and efficient matrix exponential computation
- A new scaling and squaring algorithm for the matrix exponential
- Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix
- Bounds for the entries of matrix functions with applications to preconditioning
- Collective dynamics of `small-world' networks
- Communicability graph and community structures in complex networks
- Derivatives of the matrix exponential and their computation
- Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
- Error analysis of two algorithms for the computation of the matrix exponential
- Expokit
- Functions of Matrices
- scientific article; zbMATH DE number 1049347 (Why is no real title available?)
- scientific article; zbMATH DE number 1433445 (Why is no real title available?)
- Nineteen Dubious Ways to Compute the Exponential of a Matrix
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Numerical Computation of the Matrix Exponential with Accuracy Estimate
- Padé approximation for the exponential of a block triangular matrix
- Quadrature rule-based bounds for functions of adjacency matrices
- The Padé method for computing the matrix exponential
- The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
- The Scaling and Squaring Method for the Matrix Exponential Revisited
- The Sensitivity of the Matrix Exponential
- Componentwise accurate fluid queue computations using doubling algorithms
- Influence prediction for continuous-time information propagation on networks
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
- Aggressively truncated Taylor series method for accurate computation of exponentials of essentially nonnegative matrices
- Accurate and fast computations with positive extended Schoenmakers-Coffey matrices
- scientific article; zbMATH DE number 4109956 (Why is no real title available?)
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Approximations for time-dependent distributions in Markovian fluid models
- A new method for computing the matrix exponential operation based on vector valued rational approximations
- Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
This page was built for publication: Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2840622)
