Efficient orthogonal matrix polynomial based method for computing matrix exponential

DOI10.1016/j.amc.2011.01.004zbMath1211.65052MaRDI QIDQ632884

Jorge Sastre, Emilio Defez, Pedro A. Ruiz, Jacinto-Javier Ibáñez

Publication date: 28 March 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/34930

zbMATH Keywords

algorithms; numerical examples; error analysis; matrix exponential; Hermite matrix polynomial approximation; matrix polynomial evaluation

Mathematics Subject Classification ID

34A30: Linear ordinary differential equations and systems

65L05: Numerical methods for initial value problems involving ordinary differential equations

15A16: Matrix exponential and similar functions of matrices

Uses Software

• LAPACK
• Matlab
• mctoolbox
• Eigtool
• Seigtool
• testmatrix
• MATLAB expm
• mftoolbox