Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
From MaRDI portal
Publication:4426329
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
Cited in
(only showing first 100 items - show all)- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- Krylov single-step implicit integration factor WENO methods for advection-diffusion-reaction equations
- A new proof of Jordan canonical forms of a square matrix
- Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
- Parallel matrix function evaluation via initial value ODE modeling
- Scaling and modified squaring method for the matrix exponential
- Computing the maximum amplification of the solution norm of differential-algebraic systems
- On the stability of Kalman-Bucy diffusion processes
- Exponential matrices of size five-by-five
- A shifted block FOM algorithm with deflated restarting for matrix exponential computations
- Characterizing regions of attraction for piecewise affine systems by continuity of discrete transition functions
- Empirical evolution equations
- High order methods for the integration of the Bateman equations and other problems of the form of \(y^{\prime}=F(y,t)y\)
- Free axisymmetric vibration of FGM circular plates
- Exponential integrators for stiff elastodynamic problems
- Modeling complex quantum dynamics: evolution of numerical algorithms in the HPC context
- Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade
- Non-satisfiability of a positivity condition for commutator-free exponential integrators of order higher than four
- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
- Efficient evaluation of matrix polynomials
- A discrete Fourier method for numerical solution of strongly coupled mixed parabolic systems
- Estimating and comparing cancer progression risks under varying surveillance protocols
- A semi-analytical approach to molecular dynamics
- Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems
- A compact fourth-order \(L\)-stable scheme for reaction-diffusion systems with nonsmooth data
- On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
- Stochastic modelling of prey depletion processes
- Development and application of an exponential method for integrating stiff systems based on the classical Runge-Kutta method
- A multiprecision derivative-free Schur-Parlett algorithm for computing matrix functions
- The Leja method revisited: backward error analysis for the matrix exponential
- A physically and geometrically nonlinear scaled-boundary-based finite element formulation for fracture in elastomers
- An efficient algorithm for time propagation as applied to linearized augmented plane wave method
- Numerical approaches to simulation of multi-core fibers
- Optimal control of linear systems with fractional derivatives
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- Double-shift-invert Arnoldi method for computing the matrix exponential
- Reduced-order precise integration methods for structural dynamic equations
- Trigonometric spline and spectral bounds for the solution of linear time-periodic systems
- An effective recursive formula for the Frobenius covariants in matrix functions
- On the performance of exponential integrators for problems in magnetohydrodynamics
- Frame field generation through metric customization
- Material point method simulations using an approximate full mass matrix inverse
- A new efficient and accurate spline algorithm for the matrix exponential computation
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme
- An EM algorithm for continuous-time bivariate Markov chains
- An exponential time integrator for the incompressible Navier-Stokes equation
- Functions and Jordan canonical forms of Riordan matrices
- On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation
- \(\mathcal{H}_2\)-optimal digital control of continuous plants with multiple delays
- Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
- Efficient adaptive step size control for exponential integrators
- Defect corrected averaging for highly oscillatory problems
- The dynamics of a five-level (double \(\Lambda\))-type atom interacting with two-mode field in a cross Kerr-like medium
- On the use of phase-type distributions for inventory management with supply disruptions
- Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations
- A multi-item approach to repairable stocking and expediting in a fluctuating demand environment
- An unsplit Monte-Carlo solver for the resolution of the linear Boltzmann equation coupled to (stiff) Bateman equations
- On Bernoulli matrix polynomials and matrix exponential approximation
- 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
- Approximations for time-dependent distributions in Markovian fluid models
- Maximum queue lengths during a fixed time interval in the \(M/M/c\) retrial queue
- Geometric integration of non-autonomous linear Hamiltonian problems
- Community detection based on network communicability
- Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
- Continuous inventory control with stochastic and non-stationary Markovian demand
- Smoothing schemes for reaction-diffusion systems with nonsmooth data
- Generalized exponential time differencing methods for fractional order problems
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options
- \textit{pyCTQW}: a continuous-time quantum walk simulator on distributed memory computers
- Stochastic epidemic models with random environment: quasi-stationarity, extinction and final size
- Error bounds for the Krylov subspace methods for computations of matrix exponentials
- 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
- Matrix exponential GARCH
- 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
- Simplified formulas for the mean and variance of linear stochastic differential equations
- Adaptive decomposition finite difference methods for solving singular problems -- a review
- Exponential Krylov peer integrators
- A second-order Magnus-type integrator for quasi-linear parabolic problems
- Krylov implicit integration factor methods for spatial discretization on high-dimensional unstructured meshes: application to discontinuous Galerkin methods
- Exponential integrators for large-scale stiff Riccati differential equations
- Estimating reducible stochastic differential equations by conversion to a least-squares problem
- Sparse PCA: convex relaxations, algorithms and applications
- Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs
- High-order commutator-free exponential time-propagation of driven quantum systems
- Multivariate tensor-based morphometry with a right-invariant Riemannian distance on \(\mathrm{GL}^+(n)\)
- KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
- Accurate matrix exponential computation to solve coupled differential models in engineering
- The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
- Talbot quadratures and rational approximations
- A residual based error estimate for Leja interpolation of matrix functions
- Functions of matrices
- A fast elementary algorithm for computing the determinant of Toeplitz matrices
- Elucidation of T cell signalling models
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)
