Simultaneous self-verified computation of exp(A) and _0¹ (As)ds

DOI10.1007/BF02247884MaRDI QIDQ2641075zbMATH OpenOpenAlexFDO

Authors Pavel B. Bochev

Publication date 1990

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02247884

zbMATH Keywords

matrix exponentialPadé approximationsverified bounds

Mathematics Subject Classification ID

Padé approximation (41A21) Algorithms for approximation of functions (65D15) Interval and finite arithmetic (65G30)

Review text

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.

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Cites work

• A self-validating numerical method for the matrix exponential
• scientific article; zbMATH DE number 3878252 (Why is no real title available?)
• scientific article; zbMATH DE number 3766957 (Why is no real title available?)
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• On Higher Order Stable Implicit Methods for Solving Parabolic Partial Differential Equations

Cited in

(6)

• A self-validating numerical method for the matrix exponential
• Verified computation of real powers of matrices
• Verified computation of matrix gamma function
• Computing enclosures for the matrix exponential
• Fast verified computation for real powers of large matrices with Kronecker structure
• Computing enclosures for the matrix Mittag-Leffler function

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