Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later

In principle, the exponential of a matrix could be computed in many ways. Methods involving approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polynomial have been proposed. In practice, consideration of computational stability and efficiency indicate...

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Veröffentlicht in:SIAM review 2003-03, Vol.45 (1), p.3-49
Hauptverfasser: Moler, Cleve, Van Loan, Charles
Format: Artikel
Sprache:eng
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Zusammenfassung:In principle, the exponential of a matrix could be computed in many ways. Methods involving approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polynomial have been proposed. In practice, consideration of computational stability and efficiency indicates that some of the methods are preferable to others but that none are completely satisfactory. Most of this paper was originally published in 1978. An update, with a separate bibliography, describes a few recent developments.
ISSN:0036-1445
1095-7200
DOI:10.1137/s00361445024180