Computing the matrix exponential and other matrix functions

DOI10.1016/0377-0427(88)90394-9MaRDI QIDQ1100847zbMATH OpenOpenAlexFDO

Authors Guido Walz

Publication date 1988

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(88)90394-9

zbMATH Keywords

elimination methodmatrix exponential functionRichardson extrapolation

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Review text

The author suggests that certain Richardson extrapolation techniques are useful for computing the matrix exponential function and other matrix functions. These problems are known to be numerically nontrivial. The author claims that the linearity of the algorithms makes them stable but no evidence is presented to support this claim.

Recommendations

• A simple algorithm for computing analytic functions of real square matrices
• Comparison of methods for evaluating functions of a matrix exponential
• scientific article; zbMATH DE number 746171
• A stable algorithm for matrix exponent calculation
• The use of extrapolation for calculating elementary transcendental and Bessel functions

Cites work

• Effiziente Berechnung spezieller Funktionen mittels asymptotischer Entwicklungen und Eliminationsprozeduren. (An efficient calculation of special functions by asymptotic expansions and elimination procedures)
• scientific article; zbMATH DE number 3913552 (Why is no real title available?)
• scientific article; zbMATH DE number 4026639 (Why is no real title available?)
• scientific article; zbMATH DE number 3679124 (Why is no real title available?)
• scientific article; zbMATH DE number 3748285 (Why is no real title available?)
• Nineteen Dubious Ways to Compute the Exponential of a Matrix

Cited in

(11)

• Comparison of methods for evaluating functions of a matrix exponential
• The use of extrapolation for calculating elementary transcendental and Bessel functions
• Exponentials of symmetric matrices through tridiagonal reductions
• Computing the matrix fractional power with the double exponential formula
• An improved algorithm to compute circular functions of Poisson series
• Transformation of a continuous time-invariant linear system into a discrete one
• scientific article; zbMATH DE number 4195018 (Why is no real title available?)
• A practical method for computing the exponential of a matrix and its integral
• scientific article; zbMATH DE number 4162152 (Why is no real title available?)
• scientific article; zbMATH DE number 4109956 (Why is no real title available?)
• Computation of matrix exponentials of special matrices

This page was built for publication: Computing the matrix exponential and other matrix functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1100847)