Extended precision rational L∞ approximations to the matrix exponential

In this work we derive efficient rational L∞ approximations of various degrees for the quadruple precision computation of the matrix exponential. We focus especially on the two classes of normal and nonnegative matrices. Our method relies on Remez algorithm for rational approximation while the innov...

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Hauptverfasser: Tsitouras, Ch, Famelis, Ioannis Th
Format: Tagungsbericht
Sprache:eng
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Zusammenfassung:In this work we derive efficient rational L∞ approximations of various degrees for the quadruple precision computation of the matrix exponential. We focus especially on the two classes of normal and nonnegative matrices. Our method relies on Remez algorithm for rational approximation while the innovation here is the choice of the starting set of non-symmetrical Chebyshev points. Only one Remez iteration is then usually enough to quickly approach the actual L∞ approximant.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.5114476