A New Scaling and Squaring Algorithm for the Matrix Exponential

From MaRDI portal
Publication:3584140

DOI10.1137/09074721XzbMath1194.15021OpenAlexW1990647940MaRDI QIDQ3584140

Awad H. Al-Mohy, Nicholas J. Higham

Publication date: 19 August 2010

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

Full work available at URL: https://doi.org/10.1137/09074721x



Related Items

Euler polynomials for the matrix exponential approximation, An explicit exponential integrator based on Faber polynomials and its application to seismic wave modeling, A second order directional split exponential integrator for systems of advection-diffusion-reaction equations, Structured level-2 condition numbers of matrix functions, Space-time adaptive ADER discontinuous Galerkin schemes for nonlinear hyperelasticity with material failure, Fast Bayesian estimation of spatial count data models, On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm, A technique for improving the computation of functions of triangular matrices, Firing-rate models for neurons with a broad repertoire of spiking behaviors, A \(\mu\)-mode integrator for solving evolution equations in Kronecker form, Backward error analysis of polynomial approximations for computing the action of the matrix exponential, Computing project makespan distributions: Markovian PERT networks revisited, Exponential integration for efficient and accurate multibody simulation with stiff viscoelastic contacts, The complex step approximation to the Fréchet derivative of a matrix function, Numerical computation of eigenvalues in spectral gaps of Schrödinger operators, A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process, Computing the Wave-Kernel Matrix Functions, A Truncated Taylor Series Algorithm for Computing the Action of Trigonometric and Hyperbolic Matrix Functions, On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation, Fully anisotropic hyperelasto-plasticity with exponential approximation by power series and scaling/squaring, Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators, Efficient mixed rational and polynomial approximation of matrix functions, Exponential time differencing for the tracer equations appearing in primitive equation ocean models, Optimality of the Paterson-Stockmeyer method for evaluating matrix polynomials and rational matrix functions, Efficient evaluation of matrix polynomials, Combining DPG in space with DPG time-marching scheme for the transient advection-reaction equation, Structured condition number for a certain class of functions of non-commuting matrices, Split S-ROCK methods for high-dimensional stochastic differential equations, Direct energy minimization based on exponential transformation in density functional calculations of finite and extended systems, A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model, Accurate matrix exponential computation to solve coupled differential models in engineering, Algorithms for perturbative analysis and simulation of quantum dynamics, Exponential Runge-Kutta parareal for non-diffusive equations, Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators, Time-discretization approximation enriches continuous-time discrete-space models for animal movement, Explicit formulas for the matrix exponential, A Unifying Framework for Higher Order Derivatives of Matrix Functions, Learning multi-agent coordination through connectivity-driven communication, Further properties of random orthogonal matrix simulation, High order methods for the integration of the Bateman equations and other problems of the form of \(y^{\prime}=F(y,t)y\), Efficient orthogonal matrix polynomial based method for computing matrix exponential, A \(\mu\)-mode BLAS approach for multidimensional tensor-structured problems, Jordan-Schur algorithms for computing the matrix exponential, Substitution algorithms for rational matrix equations, Pseudospectral discretization of delay differential equations in sun-star formulation: results and conjectures, APPROXIMATION OF THE LINEAR COMBINATION OF <i>φ</i>-FUNCTIONS USING THE BLOCK SHIFT-AND-INVERT KRYLOV SUBSPACE METHOD, On the stability of some algorithms for computing the action of the matrix exponential, Multiprecision Algorithms for Computing the Matrix Logarithm, Approximation of the matrix exponential for matrices with a skinny field of values, Efficient computation of the matrix cosine, The probability distribution of the ancestral population size conditioned on the reconstructed phylogenetic tree with occurrence data, Exponential integrators for large-scale stiff Riccati differential equations, Computing Enclosures for the Matrix Exponential, High performance computing of the matrix exponential, Deterministic quantum annealing expectation-maximization algorithm, A scalable exponential-DG approach for nonlinear conservation laws: with application to Burger and Euler equations, Solving the discrete Euler-Arnold equations for the generalized rigid body motion, A new efficient and accurate spline algorithm for the matrix exponential computation, Numerical solutions to large-scale differential Lyapunov matrix equations, Block Krylov subspace methods for approximating the linear combination of \(\varphi\)-functions arising in exponential integrators, A Fast Time Splitting Finite Difference Approach to Gross–Pitaevskii Equations, Residual and Restarting in Krylov Subspace Evaluation of the $\varphi$ Function, Computing the Action of Trigonometric and Hyperbolic Matrix Functions, Orthogonal polynomial expansions for the matrix exponential, D-convergence and conditional GDN-stability of exponential Runge-Kutta methods for semilinear delay differential equations, Boosting the computation of the matrix exponential, A DPG-based time-marching scheme for linear hyperbolic problems, Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential, The complex step approximation to the higher order Fréchet derivatives of a matrix function, Applications of Magnus expansions and pseudospectra to Markov processes, Solving engineering models using hyperbolic matrix functions, Estimation of continuous and discrete time co-integrated systems with stock and flow variables, A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions, Efficient implementation of partitioned stiff exponential Runge-Kutta methods, Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n), Computing the probability of gene trees concordant with the species tree in the multispecies coalescent, Efficient computation of phi-functions in exponential integrators, On Bernoulli matrix polynomials and matrix exponential approximation, Stable model order reduction for time-domain exterior vibro-acoustic finite element simulations, Accurate and efficient matrix exponential computation, Matrix Inverse Trigonometric and Inverse Hyperbolic Functions: Theory and Algorithms, Testing Matrix Function Algorithms Using Identities, An efficient Strang splitting technique combined with the multiquadric-radial basis function for the Burgers' equation, A new method for computing the matrix exponential operation based on vector valued rational approximations, Inventory systems with stochastic and batch demand: computational approaches, Computing the reciprocal of a \(\phi\)-function by rational approximation, Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy, Quantum entropic regularization of matrix-valued optimal transport, An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential, Continuous-time discrete-state modeling for deep whale dives, Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators, On the backward and forward error of approximations of analytic functions and applications to the computation of matrix functions, Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems, New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously, Bounds for variable degree rational \(L_\infty\) approximations to the matrix exponential, The Scaling, Splitting, and Squaring Method for the Exponential of Perturbed Matrices, An Algorithm for the Matrix Lambert $W$ Function, Arbitrary Precision Algorithms for Computing the Matrix Cosine and its Fréchet Derivative, Accurate dense output formula for exponential integrators using the scaling and squaring method, High-Performance Computation of the Exponential of a Large Sparse Matrix, On the stability of exponential integrators for non-diffusive equations, On the hyperbolic Horadam matrix functions, Constant upper bounds on the matrix exponential norm


Uses Software