On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation
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Publication:2402446
DOI10.1016/j.laa.2017.05.042zbMath1372.65137OpenAlexW2618715022WikidataQ115569824 ScholiaQ115569824MaRDI QIDQ2402446
Publication date: 7 September 2017
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2017.05.042
algorithmasymptotic expansionTaylor seriesa posteriori error estimateroundoff errormatrix exponential
Roundoff error (65G50) Numerical computation of matrix exponential and similar matrix functions (65F60)
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On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm, Backward error analysis of polynomial approximations for computing the action of the matrix exponential
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