The Scaling and Squaring Method for the Matrix Exponential Revisited
From MaRDI portal
\texttt{expm}backward error analysisMATLABmatrix exponentialmatrix functionmatrix polynomial evaluationPadé approximationperformance profilerounding error analysisscaling and squaring method
Recommendations
- The scaling and squaring method for the matrix exponential revisited
- A new scaling and squaring algorithm for the matrix exponential
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- New scaling-squaring Taylor algorithms for computing the matrix exponential
- An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential
Cited in
(only showing first 100 items - show all)- Comparison of methods for evaluating functions of a matrix exponential
- The scaling and modified squaring method for matrix functions related to the exponential
- Exponential dichotomy on the real line: SVD and QR methods
- Choosing the best approach to matrix exponentiation
- On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
- Firing-rate models for neurons with a broad repertoire of spiking behaviors
- Numerical approaches to simulation of multi-core fibers
- A high-order finite difference method for option valuation
- Scaling technique for partition-Nekrasov matrices
- Verified solutions of delay eigenvalue problems
- A new efficient and accurate spline algorithm for the matrix exponential computation
- Double-shift-invert Arnoldi method for computing the matrix exponential
- A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
- Computing the maximum amplification of the solution norm of differential-algebraic systems
- Ranking hubs and authorities using matrix functions
- Numerical solutions to large-scale differential Lyapunov matrix equations
- KIOPS: a fast adaptive Krylov subspace solver for exponential integrators
- Boosting the computation of the matrix exponential
- A DPG-based time-marching scheme for linear hyperbolic problems
- Inexact rational Krylov method for evolution equations
- Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
- Inventory systems with stochastic and batch demand: computational approaches
- An efficient algorithm to compute the exponential of skew-Hermitian matrices for the time integration of the Schrödinger equation
- Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
- On the backward and forward error of approximations of analytic functions and applications to the computation of matrix functions
- Constant upper bounds on the matrix exponential norm
- Space-time adaptive ADER discontinuous Galerkin schemes for nonlinear hyperelasticity with material failure
- Exponential integration for efficient and accurate multibody simulation with stiff viscoelastic contacts
- A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
- Exponential time differencing for the tracer equations appearing in primitive equation ocean models
- Pseudospectral discretization of delay differential equations in sun-star formulation: results and conjectures
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
- Approximation of the matrix exponential for matrices with a skinny field of values
- Analysis of Krylov subspace approximation to large-scale differential Riccati equations
- Parallel exponential time differencing methods for geophysical flow simulations
- Krylov implicit integration factor method for a class of stiff reaction-diffusion systems with moving boundaries
- Solving engineering models using hyperbolic matrix functions
- Numerical methods for differential linear matrix equations via Krylov subspace methods
- Efficient implementation of partitioned stiff exponential Runge-Kutta methods
- On matrix exponentials and their approximations related to optimization on the Stiefel manifold
- Efficient Krylov-based exponential time differencing method in application to 3D advection-diffusion-reaction systems
- Discrete-space time-fractional processes
- Componentwise accurate fluid queue computations using doubling algorithms
- Spectral variational integrators for semi-discrete Hamiltonian wave equations
- Determination of a matrix function using the divided difference method of Newton and the interpolation technique of Hermite
- Optimality of the Paterson-Stockmeyer method for evaluating matrix polynomials and rational matrix functions
- A matrix-exponential decomposition based time-domain method for calculating the defect states of scalar waves in two-dimensional periodic structures
- Numerical solution of stochastic quantum master equations using stochastic interacting wave functions
- On the stability of some algorithms for computing the action of the matrix exponential
- Lie-group interpolation and variational recovery for internal variables
- Efficient computation of the matrix cosine
- An error analysis of the modified scaling and squaring method
- Efficient algorithms for the matrix cosine and sine
- Optimal perturbations of systems with delayed independent variables for control of dynamics of infectious diseases based on multicomponent actions
- Efficient and accurate computation for the \(\varphi\)-functions arising from exponential integrators
- Near-linear convergence of the random Osborne algorithm for matrix balancing
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
- Testing matrix function algorithms using identities
- Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy
- Acoustic propagation in an uncertain waveguide environment using stochastic basis expansions
- Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential.
- Simplified formulas for the mean and variance of linear stochastic differential equations
- A physically and geometrically nonlinear scaled-boundary-based finite element formulation for fracture in elastomers
- Locally linearized Runge Kutta method of Dormand and Prince
- Quantum lattice algorithms: similarities and connections to some classic finite difference algorithms
- Power series solutions of singular linear systems
- Stochastic epidemic models revisited: analysis of some continuous performance measures
- 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
- Interpolation among reduced-order matrices to obtain parameterized models for design, optimization and probabilistic analysis
- A new scaling and squaring algorithm for the matrix exponential
- A new proof of Jordan canonical forms of a square matrix
- The scaling and squaring method for the matrix exponential revisited
- scientific article; zbMATH DE number 4056891 (Why is no real title available?)
- Efficient mixed rational and polynomial approximation of matrix functions
- Accurate matrix exponential computation to solve coupled differential models in engineering
- Improved Potter-Anderson-Moore algorithm for the differential Riccati equation
- A backward Monte Carlo approach to exotic option pricing
- A reduced-order matrices fitting scheme with log-Euclidean metrics for fast approximation of dynamic response of parametric structural systems
- Numerical solution to time-dependent 4D inviscid Burgers' equations
- Implementation of approach to compute the Lyapunov characteristic exponents for continuous dynamical systems to higher dimensions
- Continuously monitored barrier options under Markov processes
- High performance computing of the matrix exponential
- A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations
- Accurate and efficient matrix exponential computation
- Correlators of polynomial processes
- Markov chain approximation of one-dimensional sticky diffusions
- A technique for improving the computation of functions of triangular matrices
- scientific article; zbMATH DE number 7524466 (Why is no real title available?)
- Bounding error of calculating the matrix functions
- Approximation of the linear combination of -functions using the block shift-and-invert Krylov subspace method
- Analysis of Markov chain approximation for option pricing and hedging: grid design and convergence behavior
- Computing enclosures for the matrix exponential
- Computing humps of the matrix exponential
- Detection of integrity loss in networked control systems using an interval finite memory observer
- Joint distributions of portfolio losses and exotic portfolio products
- A note on the Davison-Man method for Sylvester matrix equations
- Parallel-in-Time Magnus integrators
- An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential
This page was built for publication: The Scaling and Squaring Method for the Matrix Exponential Revisited
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5317646)
