Computing high precision matrix Padé approximants

DOI10.1007/s11075-012-9596-4zbMath1259.65072MaRDI QIDQ695617

Bernhard Beckermann, Luca Perotti, Daniel Bessis, Daniel Vrinceanu

Publication date: 21 December 2012

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-012-9596-4

zbMATH Keywords

algorithm; time series; fraction-free computations; matrix Padé approximants; matrix-valued generating functions

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

41A21: Padé approximation

65F60: Numerical computation of matrix exponential and similar matrix functions

Cites Work

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