Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
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Publication:4426329
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Cited in
(only showing first 100 items - show all)- On the calculation of matrix exponential
- scientific article; zbMATH DE number 7370608 (Why is no real title available?)
- High performance computing of the matrix exponential
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- Maximum queue lengths during a fixed time interval in the \(M/M/c\) retrial queue
- Geometric integration of non-autonomous linear Hamiltonian problems
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- Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
- Continuous inventory control with stochastic and non-stationary Markovian demand
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- \textit{pyCTQW}: a continuous-time quantum walk simulator on distributed memory computers
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- Clustering and feature selection using sparse principal component analysis
- New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
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- Efficient semi-implicit schemes for stiff systems
- Implicit Euler numerical scheme and chattering-free implementation of sliding mode systems
- Exponential integrators for coupled self-adjoint non-autonomous partial differential systems
- Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
- Comparison of software for computing the action of the matrix exponential
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- Efficient integration of large stiff systems of ODEs with exponential propagation iterative (EPI) methods
- Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
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- Matrix exponentiation and the Frank-Kamenetskii equation
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- 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
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- The effect of clumped population structure on the variability of spreading dynamics
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- Explicit formulas for the exponentials of some special matrices
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- Convergence analysis of an iterative algorithm for a class of constrained dynamic problems
- A feasible filter method for the nearest low-rank correlation matrix problem
- Improvement on the bound of Hermite matrix polynomials
- Markov Bridges, Bisection and Variance Reduction
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- A high-order finite difference method for option valuation
- Linear quadratic control of plane Poiseuille flow–the transient behaviour
- On polytopic inclusions as a modeling framework for systems with time-varying delays
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- New computational approaches for wrinkled and slack membranes
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
- Computing estimates of continuous time macroeconometric models on the basis of discrete data
- Orthogonal polynomial expansions for the matrix exponential
- QSW\_MPI: a framework for parallel simulation of quantum stochastic walks
- Wave propagation in a fractional viscoelastic Andrade medium: diffusive approximation and numerical modeling
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