Error analysis of the truncated Taylor series expansion method for computing matrix exponential

DOI10.14495/jsiaml.14.147OpenAlexW4313274502MaRDI QIDQ5876140

Yusaku Yamamoto, Shuhei Kudo, Takeo Hoshi

Publication date: 31 January 2023

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.14.147

zbMATH Keywords

error analysisTaylor expansionmatrix exponentialmixed precision arithmetic

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Numerical computation of matrix exponential and similar matrix functions (65F60)

Uses Software

• mctoolbox
• MATLAB expm
• mftoolbox

Cites Work

• The Leja Method Revisited: Backward Error Analysis for the Matrix Exponential
• Scaling and modified squaring method for the matrix exponential
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• Accuracy and Stability of Numerical Algorithms
• Functions of Matrices

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