The Scaling and Squaring Method for the Matrix Exponential Revisited
From MaRDI portal
Publication:3651185
DOI10.1137/090768539zbMath1178.65040OpenAlexW1981550893WikidataQ56998735 ScholiaQ56998735MaRDI QIDQ3651185
Publication date: 8 December 2009
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/1351/1/Binder1.pdf
expmapproximationMATLABbackward error analysismatrix exponentialperformance profilematrix functionscaling and squaring methodPadématrix polynomial evaluation
Related Items
New block quadrature rules for the approximation of matrix functions, Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues, FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS, On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility, A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators, Convection experiments with the exponential time integration scheme, Krylov single-step implicit integration factor WENO methods for advection-diffusion-reaction equations, Verified computation of the matrix exponential, \textit{pyCTQW}: a continuous-time quantum walk simulator on distributed memory computers, A Concise Parametrization of Affine Transformation, Non-normality increases variance of gravity waves trapped in a tilted box, Mixed Precision Recursive Block Diagonalization for Bivariate Functions of Matrices, A Filon-type asymptotic approach to solving highly oscillatory second-order initial value problems, Exponential time-differencing with embedded Runge-Kutta adaptive step control, Efficient computation of the quasi likelihood function for discretely observed diffusion processes, A higher order local linearization method for solving ordinary differential equations, Method for calculating multiwave scattering by layered anisotropic media, Solving initial value problems for ordinary differential equations by two approaches: BDF and piecewise-linearized methods, Fully anisotropic hyperelasto-plasticity with exponential approximation by power series and scaling/squaring, Trigonometric spline and spectral bounds for the solution of linear time-periodic systems, Efficient inversion of matrix \(\varphi \)-functions of low order, Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems, hm-toolbox: MATLAB Software for HODLR and HSS Matrices, Numerical solution of stochastic quantum master equations using stochastic interacting wave functions, \texttt{BTE-Barna}: an extension of \texttt{almaBTE} for thermal simulation of devices based on 2D materials, Further properties of random orthogonal matrix simulation, A shifted block FOM algorithm with deflated restarting for matrix exponential computations, Randomized Low-Rank Approximation of Monotone Matrix Functions, Jordan-Schur algorithms for computing the matrix exponential, A meshless based numerical technique for traveling solitary wave solution of Boussinesq equation, SOLVING STOCHASTIC CHEMICAL KINETICS BY METROPOLIS-HASTINGS SAMPLING, Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations, Computing Enclosures for the Matrix Exponential, Relative error analysis of matrix exponential approximations for numerical integration, Fast exponential time integration scheme for option pricing with jumps, Integration of large chemical kinetic mechanisms via exponential methods with Krylov approximations to Jacobian matrix functions, Orthogonal polynomial expansions for the matrix exponential, A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation, Krylov implicit integration factor methods for spatial discretization on high-dimensional unstructured meshes: application to discontinuous Galerkin methods, Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations, Quadrature rule-based bounds for functions of adjacency matrices, Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential, An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere, Efficient implementation of partitioned stiff exponential Runge-Kutta methods, MATLAB expm, Matrix Inverse Trigonometric and Inverse Hyperbolic Functions: Theory and Algorithms, Testing Matrix Function Algorithms Using Identities, A new method for computing the matrix exponential operation based on vector valued rational approximations, Computing the reciprocal of a \(\phi\)-function by rational approximation, An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential, A consistent algorithm for finite-strain visco-hyperelasticity and visco-plasticity of amorphous polymers, Scaling and modified squaring method for the matrix exponential, Bounds for variable degree rational \(L_\infty\) approximations to the matrix exponential, The Scaling, Splitting, and Squaring Method for the Exponential of Perturbed Matrices, Fast Computation of the Matrix Exponential for a Toeplitz Matrix, Accurate dense output formula for exponential integrators using the scaling and squaring method, High-Performance Computation of the Exponential of a Large Sparse Matrix, Static Network Reliability Estimation under the Marshall-Olkin Copula, A Note on Performance Profiles for Benchmarking Software, Error analysis of the truncated Taylor series expansion method for computing matrix exponential
Uses Software
