MATLAB expm

swMATH14349MaRDI QIDQ26251FDOQ26251

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Described by source

• The scaling and squaring method for the matrix exponential revisited

Cited In (only showing first 100 items - show all)

• A new computational method of the matrix exponential
• A physically and geometrically nonlinear scaled-boundary-based finite element formulation for fracture in elastomers
• A matrix-exponential decomposition based time-domain method for calculating the defect states of scalar waves in two-dimensional periodic structures
• Numerical solutions to large-scale differential Lyapunov matrix equations
• A high-order finite difference method for option valuation
• Collected matrix derivative results for forward and reverse mode algorithmic differentiation
• Verified solutions of delay eigenvalue problems
• Numerical methods for differential linear matrix equations via Krylov subspace methods
• Exponentials of skew-symmetric matrices and logarithms of orthogonal matrices
• Monte Carlo for estimating exponential convolution
• On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
• A new efficient and accurate spline algorithm for the matrix exponential computation
• Acoustic propagation in an uncertain waveguide environment using stochastic basis expansions
• Normalized natural gradient in independent component analysis
• A DPG-based time-marching scheme for linear hyperbolic problems
• Correlators of polynomial processes
• Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
• Computing enclosures for the matrix exponential
• Near-linear convergence of the random Osborne algorithm for matrix balancing
• Double-shift-invert Arnoldi method for computing the matrix exponential
• Numerical simulations of time-dependent partial differential equations
• A new proof of Jordan canonical forms of a square matrix
• Solving engineering models using hyperbolic matrix functions
• An efficient exponential time integration method for the numerical solution of the shallow water equations on the sphere
• A WENO-solver combined with adaptive momentum discretization for the Wigner transport equation and its application to resonant tunneling diodes
• Computing matrix functions arising in engineering models with orthogonal matrix polynomials
• Inventory systems with stochastic and batch demand: computational approaches
• On matrix exponentials and their approximations related to optimization on the Stiefel manifold
• Scaling and modified squaring method for the matrix exponential
• A consistent algorithm for finite-strain visco-hyperelasticity and visco-plasticity of amorphous polymers
• Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
• Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems
• Verified computation of the matrix exponential
• Bounding error of calculating the matrix functions
• Product approximations for a class of quantum anharmonic oscillators
• Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
• Parallel exponential time differencing methods for geophysical flow simulations
• Krylov integration factor method on sparse grids for high spatial dimension convection-diffusion equations
• The scaling, splitting, and squaring method for the exponential of perturbed matrices
• Computer-oriented stability analysis based on recurrent transformation of difference solutions of ordinary differential equations
• An error analysis of the modified scaling and squaring method
• Computing the maximum amplification of the solution norm of differential-algebraic systems
• Fast exponential time integration scheme for option pricing with jumps.
• A backward Monte Carlo approach to exotic option pricing
• A shift and invert reorthogonalization Arnoldi algorithm for solving the chemical master equation
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes
• A new method for computing the matrix exponential operation based on vector valued rational approximations
• Trigonometric spline and spectral bounds for the solution of linear time-periodic systems
• Krylov single-step implicit integration factor WENO methods for advection-diffusion-reaction equations
• Spectral variational integrators for semi-discrete Hamiltonian wave equations
• Numerical approaches to simulation of multi-core fibers
• Efficient implementation of partitioned stiff exponential Runge-Kutta methods
• Fast computation of the matrix exponential for a Toeplitz matrix
• The matrix unwinding function, with an application to computing the matrix exponential
• A shifted block FOM algorithm with deflated restarting for matrix exponential computations
• A Concise Parametrization of Affine Transformation
• Technique for the numerical analysis of the riblet effect on temporal stability of plane flows
• Title not available (Why is that?)
• Fast computation of optimal disturbances for duct flows with a given accuracy
• Method for calculating multiwave scattering by layered anisotropic media
• Newton's method and secant methods: a longstanding relationship from vectors to matrices
• On the stability of some algorithms for computing the action of the matrix exponential
• Further properties of random orthogonal matrix simulation
• Testing matrix function algorithms using identities
• Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
• Bounds for variable degree rational \(L_\infty\) approximations to the matrix exponential
• New scaling-squaring Taylor algorithms for computing the matrix exponential
• A note on performance profiles for benchmarking software
• Efficient algorithms for the matrix cosine and sine
• Title not available (Why is that?)
• Orthogonal polynomial expansions for the matrix exponential
• Acceleration Techniques for Approximating the Matrix Exponential Operator
• A Filon-type asymptotic approach to solving highly oscillatory second-order initial value problems
• A low-rank approximation for computing the matrix exponential norm
• Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
• New block quadrature rules for the approximation of matrix functions
• Krylov implicit integration factor methods for spatial discretization on high-dimensional unstructured meshes: application to discontinuous Galerkin methods
• New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously
• Improved Potter-Anderson-Moore algorithm for the differential Riccati equation
• Comparison of methods for evaluating functions of a matrix exponential
• A new scaling and squaring algorithm for the matrix exponential
• Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
• Simplified formulas for the mean and variance of linear stochastic differential equations
• The complex step approximation to the Fréchet derivative of a matrix function
• On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility
• A framework of the harmonic Arnoldi method for evaluating \(\varphi\)-functions with applications to exponential integrators
• Locally linearized Runge Kutta method of Dormand and Prince
• A new class of split exponential propagation iterative methods of Runge-Kutta type (sEPIRK) for semilinear systems of odes
• Exponential-Krylov methods for ordinary differential equations
• Componentwise accurate fluid queue computations using doubling algorithms
• Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices
• Quadrature rule-based bounds for functions of adjacency matrices
• A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
• Lie-group interpolation and variational recovery for internal variables
• A higher order local linearization method for solving ordinary differential equations
• Accurate matrix exponential computation to solve coupled differential models in engineering
• A meshless based numerical technique for traveling solitary wave solution of Boussinesq equation
• Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
• The scaling and modified squaring method for matrix functions related to the exponential
• A reduced-order matrices fitting scheme with log-Euclidean metrics for fast approximation of dynamic response of parametric structural systems

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