Jordan-Schur algorithms for computing the matrix exponential
Summary: In this paper, two new versions of the Schur algorithm for computing the matrix exponential of an \(n\times n\) complex matrix \(A\) are presented. Instead of the Schur form, these algorithms use the Jordan-Schur form of \(A\). The Jordan-Schur form is found by less computation and it is determined more reliable than the reduction to Jordan form since it is obtained using only unitary similarity transformations. In contrast to the known methods, the diagonal blocks of the matrix exponential are obtained by using finite Taylor series. This improves the accuracy and avoids the decisions made about the termination of the series expansion. The off-diagonal blocks of the exponential are determined by modifications of the Schur-Parlett or Schur-Fréchet method, which takes advantage of the Jordan-Schur form of the matrix. The numerical features of the new algorithms are discussed, revealing their advantages and disadvantages in comparison with the other methods for computing the matrix exponential. Computational experiments show that using the new algorithms, the matrix exponential is determined in certain cases with higher accuracy than some widely used methods, however, at the price of an increase in the computational cost which is of order \(n^4\). It is shown that the Jordan-Schur algorithms for computing the matrix exponential are appropriate for matrices with multiple eigenvalues and are especially efficient in cases of large Weyr characteristics.
- A new scaling and squaring algorithm for the matrix exponential
- A recurrence among the elements of functions of triangular matrices
- A Schur--Fréchet Algorithm for Computing the Logarithm and Exponential of a Matrix
- A Schur-Parlett Algorithm for Computing Matrix Functions
- Accuracy and Stability of Numerical Algorithms
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Algorithm 560: JNF, An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix [F2]
- An Algorithm for Computing Reducing Subspaces by Block Diagonalization
- An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
- An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential
- An efficient algorithm for computing the generalized null space decomposition
- Boosting the computation of the matrix exponential
- Bounds for the distance between nearby Jordan and Kronecker structures in a closure hierachy
- Computing integrals involving the matrix exponential
- Computing stable eigendecompositions of matrices
- Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
- Condition Estimates for Matrix Functions
- Condition Estimation for Matrix Functions via the Schur Decomposition
- Derivatives of the matrix exponential and their computation
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- Evaluating the Fréchet derivative of the matrix exponential
- Extracting partial canonical structure for large scale eigenvalue problems
- Functions of Matrices
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
- JNF
- Matrix algorithms. Vol. 2: Eigensystems
- 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
- On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
- Padé approximation for the exponential of a block triangular matrix
- Staircase Failures Explained by Orthogonal Versal Forms
- Templates for the Solution of Algebraic Eigenvalue Problems
- The scaling and squaring method for the matrix exponential revisited
- The Sensitivity of the Matrix Exponential
- The Weyr Characteristic
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