Conditioning of the exponential of a block triangular matrix

DOI10.1023/A:1014071202885MaRDI QIDQ5959246zbMATH OpenOpenAlexFDO

Authors Luca Dieci, Alessandra Papini

Publication date 26 March 2002

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1014071202885

zbMATH Keywords

algorithmsblock triangular matrixcondition numbersexponential of a matrixmeasure of conditioningscaling

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

A new measure of conditioning for the exponential of a block triangular matrix is proposed. It is shown that different condition numbers must be used to assess the accuracy of different algorithms for implementing diagonal Padé with scaling and squaring. It is pointed out that the proposed measure is an improvement over the classical measure of conditioning and provides more reliable feedback on the goodness of an answer.

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Cited in

(4)

• Padé approximation for the exponential of a block triangular matrix
• Scaled and squared subdiagonal Padé approximation for the matrix exponential
• Accurate and efficient matrix exponential computation
• High-performance computation of the exponential of a large sparse matrix

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