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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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)
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- A new proof of Jordan canonical forms of a square matrix
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme
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- Modeling complex quantum dynamics: evolution of numerical algorithms in the HPC context
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- Approximation and inference methods for stochastic biochemical kinetics -- a tutorial review
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