Boosting the computation of the matrix exponential

J. Sastre, J. Ibáñez and E. Defez

Applied Mathematics and Computation, 2019, vol. 340, issue C, 206-220

Abstract: 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 Padé algorithm for the computation of the matrix exponential, providing higher accuracy and cost performances.

Keywords: Matrix exponential; Scaling and squaring; Taylor series; Efficient matrix polynomial evaluation (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:340:y:2019:i:c:p:206-220

DOI: 10.1016/j.amc.2018.08.017

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