Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
From MaRDI portal
Publication:4426329
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
- Boosting the computation of the matrix exponential
- scientific article
- 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
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)
- Learning linear assignment flows for image labeling via exponential integration
- Time-evolution methods for matrix-product states
- Multiphase until formulas over Markov reward models: an algebraic approach
- An input-based triggering approach to leader-following problems
- Dynamic evaluation of free-form curves and surfaces
- Computation of Green's function of the bounded solutions problem
- Simulating transient wave phenomena in acoustic metamaterials using auxiliary fields
- A new thought to compute the exponential of matrix
- A matrix-exponential decomposition based time-domain method for calculating the defect states of scalar waves in two-dimensional periodic structures
- High-order commutator-free quasi-Magnus exponential integrators for non-autonomous~linear evolution equations
- Spectrum-free and meshless solvers of parabolic PDEs
- Exponentials of skew-symmetric matrices and logarithms of orthogonal matrices
- Birth/birth-death processes and their computable transition probabilities with biological applications
- Normalized natural gradient in independent component analysis
- Implicit purification for temperature-dependent density matrices
- Numerical integrators based on the Magnus expansion for nonlinear dynamical systems
- Fourth-order time-stepping for stiff PDEs on the sphere
- Equivalence between the DPG method and the exponential integrators for linear parabolic problems
- Computing enclosures for the matrix exponential
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions
- Powers of defective matrices from diagonalizable dilations
- Optimal control of maximum output deviations of a linear time-varying system on a finite horizon
- Inventory systems with stochastic and batch demand: computational approaches
- On matrix exponentials and their approximations related to optimization on the Stiefel manifold
- Transient probability functions of finite birth-death processes with catastrophes
- Computation of functions of Hamiltonian and skew-symmetric matrices
- A consistent algorithm for finite-strain visco-hyperelasticity and visco-plasticity of amorphous polymers
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- Linear combination of independent exponential random variables
- Verified computation of the matrix exponential
- New numerical integrators based on solvability and splitting
- The many vacua of gauged extended supergravities
- Product approximations for a class of quantum anharmonic oscillators
- Estimation and assessment of Markov multistate models with intermittent observations on individuals
- Estimating the condition number of \(f(A)b\)
- Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
- Parallel exponential time differencing methods for geophysical flow simulations
- A multistep transversal linearization (MTL) method in nonlinear dynamics through a Magnus characterization
- Matrix exponential based discriminant locality preserving projections for feature extraction
- An error analysis of the modified scaling and squaring method
- A finite-time convergent observer with robustness to piecewise-constant measurement noise
- Stochastic descriptors in an SIR epidemic model for heterogeneous individuals in small networks
- Pricing American options under multi-state regime switching with an efficient \(L\)-stable method
- A hyperbolic generalized Zener model for nonlinear viscoelastic waves
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
- Efficient computation of the quasi likelihood function for discretely observed diffusion processes
- A new method for computing the matrix exponential operation based on vector valued rational approximations
- Pseudospectral computational methods for the time-dependent Dirac equation in static curved spaces
- Approximating Matrix-Exponential Distributions by Global Randomization
- Constant proportion portfolio insurance under a regime switching exponential Lévy process
- Linearly stabilized schemes for the time integration of stiff nonlinear PDEs
- Convergence of rational multistep methods of Adams-Padé type
- Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation
- Block-tridiagonal state-space realization of chemical master equations: a tool to compute explicit solutions
- Geometric numerical integration of the assignment flow
- On the stability of some algorithms for computing the action of the matrix exponential
- Graph spectral image smoothing using the heat kernel
- Probabilistic relaxation labelling using the Fokker-Planck equation
- Numerical Computation of Critical Surfaces for the Breakup of Invariant Tori in Hamiltonian Systems
- The linear birth-death process: an inferential retrospective
- Nonlinear sound propagation in two-dimensional curved ducts: a multimodal approach
- Bounding Hermite matrix polynomials
- Computing Lyapunov exponents based on the solution expression of the variational system
- Numerical evaluation of the Evans function by Magnus integration
- Statistical analysis of stable FDLCP systems by parametric transfer matrices
- Numerical computation of eigenvalues in spectral gaps of Schrödinger operators
- On time-discretized versions of the stochastic SIS epidemic model: a comparative analysis
- LQG control for sampled-data systems under stochastic sampling
- Numerical implementation of the multiplicative hyperelastic-based extended subloading surface plasticity model
- Hedging default risks of CDOs in Markovian contagion models
- Exponential time differencing for mimetic multilayer Ocean models
- Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation
- On the exponentials of some structured matrices
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
- Grassmannian spectral shooting
- Finite strain plasticity, the stress condition and a complete shell model
- Closed-form matrix exponential and its application in finite-strain plasticity
- Magnus integrators for solving linear-quadratic differential games
- Exponential time integration for fast finite element solutions of some financial engineering problems
- A modified uniformization method for the solution of the chemical master equation
- Topics in structure-preserving discretization
- Energy conserving discontinuous Galerkin spectral element method for the Vlasov-Poisson system
- Analysis of the ``toolkit method for the time-dependent Schrödinger equation
- Recursive geometric integrators for wave propagation in a functionally graded multilayered elastic medium
- ZIPF AND LERCH LIMIT OF BIRTH AND DEATH PROCESSES
- Exponential time integration using Krylov subspaces
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications
- Fast algorithms for spectral collocation with non-periodic boundary conditions
- Positivity preserving discretization of time dependent semiconductor drift-diffusion equations
- Dempster-Shafer evidential theory for the automated selection of parameters for Talbot's method contours and application to matrix exponentiation
- A Fourier spectral method for the Navier-Stokes equations with volume penalization for moving solid obstacles
- Stochastic epidemic models revisited: analysis of some continuous performance measures
- Evaluating the Evans function: Order reduction in numerical methods
- Markovian dynamics on complex reaction networks
- Implementation of approach to compute the Lyapunov characteristic exponents for continuous dynamical systems to higher dimensions
- Efficient and stable exponential Runge-Kutta methods for parabolic equations
- 3D exact and 2D generalized differential quadrature models for free vibration analysis of functionally graded plates and cylinders
- Calculating Floquet states of large quantum systems: a parallelization strategy and its cluster implementation
- Integration of large chemical kinetic mechanisms via exponential methods with Krylov approximations to Jacobian matrix functions
- Precise integration method for solving noncooperative LQ differential game
Uses Software
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)
