Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
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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
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- 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
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
- Solving initial value problems for ordinary differential equations by two approaches: BDF and piecewise-linearized methods
- Large deviations for non-zero initial conditions in linear systems
- A weak local linearization scheme for stochastic differential equations with multiplicative noise
- A multiple iterative splitting method for higher order differential equations
- Finite element formulation for modeling nonlinear viscoelastic elastomers
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise
- Large deviations in linear control systems with nonzero initial conditions
- Array-representation integration factor method for high-dimensional systems
- Numerical modeling of nonlinear acoustic waves in a tube connected with Helmholtz resonators
- Exponential versus IMEX high-order time integrators for thermal convection in rotating spherical shells
- Exponential time-differencing with embedded Runge-Kutta adaptive step control
- Wave simulation in 2D heterogeneous transversely isotropic porous media with fractional attenuation: a Cartesian grid approach
- Exponential almost Runge-Kutta methods for semilinear problems
- Efficient wavefunction propagation by minimizing accumulated action
- A new class of exponential propagation iterative methods of Runge-Kutta type (EPIRK)
- Computing the maximum transient energy growth
- Fast continuous-discrete DAF-filters
- Efficient numerical integration of \(N\)th-order non-autonomous linear differential equations
- An efficient algorithm for computing the dynamic responses of one-dimensional periodic structures and periodic structures with defects
- An exponential integrator for advection-dominated reactive transport in heterogeneous porous media
- Solving stochastic chemical kinetics by metropolis-Hastings sampling
- An implementation of the exponential time differencing scheme to the magnetohydrodynamic equations in a spherical shell
- Bayesian Computations for Reliability Analysis in Dynamic Environments
- Krylov implicit integration factor methods for semilinear fourth-order equations
- Wave atoms and time upscaling of wave equations
- A second-order efficient \(L\)-stable numerical method for space fractional reaction-diffusion equations
- An efficient high-order time integration method for spectral-element discontinuous Galerkin simulations in electromagnetics
- Solving the time-fractional Schrödinger equation by Krylov projection methods
- Consistent modeling of the coupling between crystallographic slip and martensitic phase transformation for mechanically induced loadings
- Efficient mixed rational and polynomial approximation of matrix functions
- Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
- 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
- New computational approaches for wrinkled and slack membranes
- Computing estimates of continuous time macroeconometric models on the basis of discrete data
- \((H, \rho)\)-induced dynamics and large time behaviors
- Interpolating discrete advection--diffusion propagators at Leja sequences
- Optimal piecewise-constant signal design for active fault detection
- An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere
- Counting and generating permutations in regular classes
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
- Controllability and observability for a linear time varying system with piecewise constant delay
- Computing project makespan distributions: Markovian PERT networks revisited
- Functions of a matrix and Krylov matrices
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