Truncation and round-off errors in computation of matrix exponentials

DOI10.1080/00207178108922910zbMath0464.93038OpenAlexW1991967044MaRDI QIDQ3916464

No author found.

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922910

zbMATH Keywords

algorithmtruncationtransition matrixtruncated Taylor seriesmatrix exponentialround-off errorsdiagonal Pade table rational approximation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

Related Items

Computing the exponential of an intensity matrix, Identification of continuous-time multivariable systems from sampled data†, Computational algorithms for linear control systems: a brief survey, High-Performance Computation of the Exponential of a Large Sparse Matrix

Cites Work

• Balancing a matrix for calculation of eigenvalues and eigenvectors
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• The Sensitivity of the Matrix Exponential
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Power series evaluation of transition and covariance matrices