Boosting the computation of the matrix exponential

Handle

https://riunet.upv.es/handle/10251/153677

Cita bibliográfica

Sastre, J.; Ibáñez González, JJ.; Defez Candel, E. (2019). Boosting the computation of the matrix exponential. Applied Mathematics and Computation. 340:206-220. https://doi.org/10.1016/j.amc.2018.08.017

Titulación

Resumen

[EN] This paper presents new Taylor algorithms for the computation of the matrix exponential based on recent new matrix polynomial evaluation methods. Those methods are more efficient than the well known Paterson-Stockmeyer method. The cost of the proposed algorithms is reduced with respect to previous algorithms based on Taylor approximations. Tests have been performed to compare the MATLAB implementations of the new algorithms to a state-of-the-art Pade algorithm for the computation of the matrix exponential, providing higher accuracy and cost performances.

Fuente

Applied Mathematics and Computation issn: 0096-3003

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