Parallel approximation of the exponential of Hermitian matrices

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the computation reduces to independent resolutions of linear sy...

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Hauptverfasser: Hecht, Frédéric, Kaber, Sidi-Mahmoud, Perrin, Lucas, Plagne, Alain, Salomon, Julien
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Kaber, Sidi-Mahmoud
Perrin, Lucas
Plagne, Alain
Salomon, Julien
description In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the computation reduces to independent resolutions of linear systems. We analyze the effects of rounding errors on the accuracy of our algorithm. We complete this work with numerical tests showing the efficiency of our method and a comparison of its performances with Krylov algorithms.
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Computer Science - Numerical Analysis
Mathematics - Numerical Analysis
title Parallel approximation of the exponential of Hermitian matrices
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