A self-validating numerical method for the matrix exponential

DOI10.1007/BF02243806zbMath0685.65035MaRDI QIDQ1262083

Pavel B. Bochev, Svetoslav M. Markov

Publication date: 1989

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

comparison of methodsinterval analysisPadé approximationsmatrix exponentialscaling and squaringiterative defect correctionsafe error monitoring

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Padé approximation (41A21)

Related Items

Computing enclosures for the matrix Mittag-Leffler function, Verified computation of the matrix exponential, Simultaneous self-verified computation of exp(A) and \(\int_{0}^{1}\exp (As)ds\), Verified computation of matrix gamma function, Verified computation of real powers of matrices, Fast verified computation for real powers of large matrices with Kronecker structure, Computing Enclosures for the Matrix Exponential, Exponentials of symmetric matrices through tridiagonal reductions

Uses Software

• HIFICOMP

Cites Work

• Accurate arithmetic results for decimal data on non-decimal computers
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
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