Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential

DOI10.1137/15M1027553zbMath1382.65125MaRDI QIDQ2790066

Yuji Nakatsukasa, Stefan Güttel

Publication date: 2 March 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

conditioningmatrix exponentialscaling and squaringstable matrixmatrix function times a vectorsubdiagonal Padé approximation

Mathematics Subject Classification ID

Related Items (4)

Optimality of the Paterson-Stockmeyer method for evaluating matrix polynomials and rational matrix functions ⋮ Euler polynomials for the matrix exponential approximation ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ Fast Computation of the Matrix Exponential for a Toeplitz Matrix

Uses Software

• RODAS
• mctoolbox
• MATLAB expm
• RKToolbox
• mftoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions
• Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals
• Numerical range and functional calculus in Hilbert space
• Approximation of exponential function of a matrix by continued fraction expansion
• Resolvent Krylov subspace approximation to operator functions
• RD-rational approximations of the matrix exponential
• The Padé method for computing the matrix exponential
• Padé approximation for the exponential of a block triangular matrix
• Talbot quadratures and rational approximations
• Padé approximations to the operator exponential
• Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
• The Matrix Unwinding Function, with an Application to Computing the Matrix Exponential
• The Carathéodory–Fejér Method for Real Rational Approximation
• Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
• Using the Restricted-denominator Rational Arnoldi Method for Exponential Integrators
• Parabolic and hyperbolic contours for computing the Bromwich integral
• A New Scaling and Squaring Algorithm for the Matrix Exponential
• Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Order stars and stability theorems
• Efficient Solution of Parabolic Equations by Krylov Approximation Methods
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• The Sensitivity of the Matrix Exponential
• A Schur--Fréchet Algorithm for Computing the Logarithm and Exponential of a Matrix
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Accuracy and Stability of Numerical Algorithms
• Matrix transformations for computing rightmost eigenvalues of large sparse non-symmetric eigenvalue problems
• Lyapunov Inverse Iteration for Computing a Few Rightmost Eigenvalues of Large Generalized Eigenvalue Problems
• Functions of Matrices
• Preconditioning Lanczos Approximations to the Matrix Exponential
• Matrix Iterative Analysis
• Conditioning of the exponential of a block triangular matrix

This page was built for publication: Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential