Numerical Computation of the Matrix Exponential with Accuracy Estimate

DOI10.1137/0714039zbMath0363.65031OpenAlexW2083408955MaRDI QIDQ4138016

Publication date: 1977

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0714039

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Algorithms for approximation of functions (65D15)

Related Items

Analytical computation of Markov chain using Padé approximations, On Least Squares Exponential Sum Approximation With Positive Coefficients, Model conversion of uncertain linear systems with input time-delay via the interval bilinear approximation method, Exponentials of skew-symmetric matrices and logarithms of orthogonal matrices, Simulation of finite-dimensional linear dynamical systems using zero- order holds and numerical-stabilization methods, Model conversions of uncertain linear systems via the interval Padé approximation method, Fast continuous-discrete DAF-filters, The Padé method for computing the matrix exponential, Method for calculating multiwave scattering by layered anisotropic media, A backward Monte Carlo approach to exotic option pricing, 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, Improving the efficiency of matrix operations in the numerical solution of large implicit systems of linear differential equations, A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model, Near-linear convergence of the random Osborne algorithm for matrix balancing, Structured level-2 condition numbers of matrix functions, Efficient orthogonal matrix polynomial based method for computing matrix exponential, Jordan-Schur algorithms for computing the matrix exponential, More on the conversion problem of discrete-continuous models, On the stability of some algorithms for computing the action of the matrix exponential, On Padé approximations, quadratic stability and discretization of switched linear systems, Computing Enclosures for the Matrix Exponential, Padé approximation for the exponential of a block triangular matrix, Relative error analysis of matrix exponential approximations for numerical integration, An error analysis of the modified scaling and squaring method, Computing estimates of continuous time macroeconometric models on the basis of discrete data, Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices, Error analysis of two algorithms for the computation of the matrix exponential, Orthogonal polynomial expansions for the matrix exponential, Analytic derivatives of the matrix exponential for estimation of linear continuous-time models., A noncausal framework for model-based feedback control of spatially developing perturbations in boundary-layer flow systems. part ii: numerical simulations using state feedback, Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential, Unscented Kalman filtering on Riemannian manifolds, Computing the exponential of an intensity matrix, The scaling and modified squaring method for matrix functions related to the exponential, Estimation of continuous and discrete time co-integrated systems with stock and flow variables, A self-validating numerical method for the matrix exponential, Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling, Krylov projection methods for linear Hamiltonian systems, Truncation and round-off errors in computation of matrix exponentials, Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy, A consistent algorithm for finite-strain visco-hyperelasticity and visco-plasticity of amorphous polymers, Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators, Some applications of the Hermite matrix polynomials series expansions, An automatic multistep method for solving stiff initial value problems, New Scaling-Squaring Taylor Algorithms for Computing the Matrix Exponential, Computational algorithms for linear control systems: a brief survey, Exponentials of symmetric matrices through tridiagonal reductions, A matricial exponentially fitted scheme for the numerical solution of stiff initial-value problems, Numerical algorithms with condition and accuracy estimates for linear systems design