Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later

DOI10.1137/S00361445024180zbMATH Open1030.65029OpenAlexW2106565812WikidataQ56388431 ScholiaQ56388431MaRDI QIDQ4426329FDOQ4426329

Authors: Cleve B. Moler, Charles F. Van Loan 

Publication date: 16 September 2003

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s00361445024180

Recommendations

• scientific article; zbMATH DE number 746171
• A new thought to compute the exponential of matrix
• A new computational method of the matrix exponential
• Matrix exponentials---another approach
• scientific article; zbMATH DE number 4195018
• Boosting the computation of the matrix exponential
• scientific article; zbMATH DE number 4162152
• A practical method for computing the exponential of a matrix and its integral
• Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
• Computation of matrix exponentials of special matrices

zbMATH Keywords

condition numbernumerical stabilitybibliographymatrix exponentialroundoff error

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (only showing first 100 items - show all)

• Efficient semi-implicit schemes for stiff systems
• Bounds for variable degree rational \(L_\infty\) approximations to the matrix exponential
• Sparse PCA: convex relaxations, algorithms and applications
• Multivariate tensor-based morphometry with a right-invariant Riemannian distance on \(\mathrm{GL}^+(n)\)
• On the calculation of matrix exponential
• Semi-implicit spectral collocation methods for reaction-diffusion equations on annuli
• Maximum queue lengths during a fixed time interval in the \(M/M/c\) retrial queue
• Geometric integration of non-autonomous linear Hamiltonian problems
• Krylov implicit integration factor WENO methods for semilinear and fully nonlinear advection-diffusion-reaction equations
• Matrix exponential GARCH
• Exponential integrators for coupled self-adjoint non-autonomous partial differential systems
• Exponential Krylov peer integrators
• Krylov implicit integration factor methods for spatial discretization on high-dimensional unstructured meshes: application to discontinuous Galerkin methods
• Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs
• Exponential peer methods
• Approximations for time-dependent distributions in Markovian fluid models
• Simplified formulas for the mean and variance of linear stochastic differential equations
• High-order commutator-free exponential time-propagation of driven quantum systems
• Testing the nullspace property using semidefinite programming
• Implicit Euler numerical scheme and chattering-free implementation of sliding mode systems
• Adaptive decomposition finite difference methods for solving singular problems -- a review
• Elucidation of T cell signalling models
• On linear matrix differential equations
• The complexity of relating quantum channels to master equations
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
• Flexible exponential integration methods for large systems of differential equations
• Locally linearized Runge Kutta method of Dormand and Prince
• Saddlepoint approximations to option price in a regime-switching model
• The effect of clumped population structure on the variability of spreading dynamics
• Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
• Smoothing schemes for reaction-diffusion systems with nonsmooth data
• The multivariate Wright-Fisher process with mutation: moment-based analysis and inference using a hierarchical beta model
• On fractional matrix exponentials and their explicit calculation
• A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
• Higher order exponential time differencing scheme for system of coupled nonlinear Schrödinger equations
• Stochastic epidemic models with random environment: quasi-stationarity, extinction and final size
• Efficient and accurate algorithms for computing matrix trigonometric functions
• Program for quantum wave-packet dynamics with time-dependent potentials
• Stabilized explicit Runge-Kutta methods for multi-asset American options
• Explicit formulas for the exponentials of some special matrices
• The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
• Accurate matrix exponential computation to solve coupled differential models in engineering
• Maximum population sizes in host-parasitoid models
• An inexact shift-and-invert Arnoldi algorithm for Toeplitz matrix exponential.
• The scaling and modified squaring method for matrix functions related to the exponential
• High performance computing of the matrix exponential
• Explicit exponential Runge-Kutta methods for semilinear parabolic delay differential equations
• Efficient orthogonal matrix polynomial based method for computing matrix exponential
• Generalized exponential time differencing methods for fractional order problems
• Time-parallel simulation of the Schrödinger equation
• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Extended Poisson Process Modelling of Dilution Series Data
• Stabilization for sampled-data systems under noisy sampling interval
• \textit{pyCTQW}: a continuous-time quantum walk simulator on distributed memory computers
• Matrix exponentials and parallel prefix computation in a quantum control problem
• A phylogenetic comparative method for studying multivariate adaptation
• Talbot quadratures and rational approximations
• Liouville-Green asymptotic approximation for a class of matrix differential equations and semi-discretized partial differential equations
• Markovian trees subject to catastrophes: would they survive forever?
• Exponential time integration and Chebychev discretisation schemes for fast pricing of options
• Clustering and feature selection using sparse principal component analysis
• Computing multiple integrals involving matrix exponentials
• Functions of matrices
• Matrix exponentiation and the Frank-Kamenetskii equation
• Continuous inventory control with stochastic and non-stationary Markovian demand
• Exponential integrators for large-scale stiff Riccati differential equations
• A residual based error estimate for Leja interpolation of matrix functions
• A fast elementary algorithm for computing the determinant of Toeplitz matrices
• Community detection based on network communicability
• Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
• Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
• New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
• Comparison of software for computing the action of the matrix exponential
• A second-order Magnus-type integrator for quasi-linear parabolic problems
• Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
• Title not available (Why is that?)
• Error bounds for the Krylov subspace methods for computations of matrix exponentials
• Estimating reducible stochastic differential equations by conversion to a least-squares problem
• Efficient computation of the matrix cosine
• Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
• KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
• Laguerre matrix polynomial series expansion: theory and computer applications
• Matrix Laplace transform
• New scaling-squaring Taylor algorithms for computing the matrix exponential
• A high-order finite difference method for option valuation
• Orthogonal polynomial expansions for the matrix exponential
• Approximation and inference methods for stochastic biochemical kinetics -- a tutorial review
• Nonlinear Schrödinger equation and the hyperbolization method
• Wave propagation in anisotropic viscoelasticity
• Markov Bridges, Bisection and Variance Reduction
• Euler polynomials for the matrix exponential approximation
• Comparison of methods for evaluating functions of a matrix exponential
• Magnus expansion for time-periodic systems: parameter-dependent approximations
• Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
• Operator splitting based structure-preserving numerical schemes for the mass-conserving convective Allen-Cahn equation
• Coding closed and open quantum systems in MATLAB: applications in quantum optics and condensed matter
• Linear quadratic control of plane Poiseuille flow–the transient behaviour
• Shock-capturing exponential multigrid methods for steady compressible flows
• Wave propagation in a fractional viscoelastic Andrade medium: diffusive approximation and numerical modeling
• Numerical simulations of time-dependent partial differential equations

Uses Software

• EISPACK

This page was built for publication: Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4426329)