High performance computing of the matrix exponential

This work presents a new algorithm for matrix exponential computation that significantly simplifies a Taylor scaling and squaring algorithm presented previously by the authors, preserving accuracy. A Matlab version of the new simplified algorithm has been compared with the original algorithm, provid...

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Veröffentlicht in:Journal of computational and applied mathematics 2016-01, Vol.291, p.370-379
Hauptverfasser: Ruiz, P., Sastre, J., Ibáñez, J., Defez, E.
Format: Artikel
Sprache:eng
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Zusammenfassung:This work presents a new algorithm for matrix exponential computation that significantly simplifies a Taylor scaling and squaring algorithm presented previously by the authors, preserving accuracy. A Matlab version of the new simplified algorithm has been compared with the original algorithm, providing similar results in terms of accuracy, but reducing processing time. It has also been compared with two state-of-the-art implementations based on Padé approximations, one commercial and the other implemented in Matlab, getting better accuracy and processing time results in the majority of cases.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2015.04.001