Simultaneous self-verified computation of exp(A) and \(\int_{0}^{1}\exp (As)ds\) (Q2641075)

We propose a method for simultaneous computation of verified bounds for the matrix functions exp(A) and \(\int^{1}_{0}\exp (As)ds\) where the inclusion of the integral is obtained during the computation of verified bounds for exp(A) at very little additional cost. Highly accurate results of our method are achieved by the use of advanced computer arithmetic and an implementation of dynamic precision by means of staggered correction representation.