An interpolatory approximation of the matrix exponential based on Faber polynomials (Q5939879)

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scientific article; zbMATH DE number 1623363
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An interpolatory approximation of the matrix exponential based on Faber polynomials
scientific article; zbMATH DE number 1623363

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    An interpolatory approximation of the matrix exponential based on Faber polynomials (English)
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    1 May 2002
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    A new method is introduced for approximating matrix exponentials based on interpolation in zeros of Faber polynomials. The method is very useful in solving linear initial value problems. Numerical examples illustrate the efficiency of the methodology.
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    interpolation
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    numerical examples
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    matrix exponentials
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    Faber polynomials
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    initial value problems
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