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Accurate and efficient matrix exponential computation

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Accurate and efficient matrix exponential computation

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Sastre, J.; Ibáñez González, JJ.; Ruíz Martínez, PA.; Defez Candel, E. (2014). Accurate and efficient matrix exponential computation. International Journal of Computer Mathematics. 91(1):97-112. doi:10.1080/00207160.2013.791392

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/59082

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Title: Accurate and efficient matrix exponential computation
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Comunicaciones - Departament de Comunicacions
Universitat Politècnica de València. Departamento de Sistemas Informáticos y Computación - Departament de Sistemes Informàtics i Computació
Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Universitat Politècnica de València. Instituto Universitario de Telecomunicación y Aplicaciones Multimedia - Institut Universitari de Telecomunicacions i Aplicacions Multimèdia
Issued date:
Abstract:
[EN] This work gives a new formula for the forward relative error of matrix exponential Taylor approximation and proposes new bounds for it depending on the matrix size and the Taylor approximation order, providing a new ...[+]
Subjects: Matrix exponential , Scaling and squaring , Taylor series , Error analysis
Copyrigths: Reserva de todos los derechos
Source:
International Journal of Computer Mathematics. (issn: 0020-7160 ) (eissn: 1029-0265 )
DOI: 10.1080/00207160.2013.791392
Publisher:
Taylor & Francis (Routledge): STM, Behavioural Science and Public Health Titles
Publisher version: http://dx.doi.org/10.1080/00207160.2013.791392
Thanks:
This work has been supported by the Programa de Apoyo a la Investigacion y el Desarrollo of the Universitat Politecnica de Valencia grant PAID-06-11-2020
Type: Artículo

References

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Al-Mohy, A. H., & Higham, N. J. (2010). A New Scaling and Squaring Algorithm for the Matrix Exponential. SIAM Journal on Matrix Analysis and Applications, 31(3), 970-989. doi:10.1137/09074721x

Arioli, M., Codenotti, B., & Fassino, C. (1996). The Padé method for computing the matrix exponential. Linear Algebra and its Applications, 240, 111-130. doi:10.1016/0024-3795(94)00190-1

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