Computing the matrix exponential and other matrix functions
نویسندگان
چکیده
منابع مشابه
Computing analytic matrix functions for a class of exponential integrators
Different methods for numerically stable computation of functions which are closely related to the exponential function are discussed. Such functions appear in the format of the most often used exponential integrators. A generalization of the method base on the tridiagonal reduction is proposed. The new approach, allows to compute all the functions included in the format of a general exponentia...
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Both the theoretical and practical investigations of various dynamical systems need to extend the definitions of various functions defined on the real axis to the set of matrices. To this end one uses mainly three methods which are based on 1) the Jordan canonical forms, 2) the polynomial interpolation, and 3) the Cauchy integral formula. All these methods give the same result, say g(A), when t...
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The need to evaluate a function f (A) ∈ C n×n of a matrix A ∈ C n×n arises in a wide and growing number of applications, ranging from the numerical solution of differential equations to measures of the complexity of networks. We give a survey of numerical methods for evaluating matrix functions, along with a brief treatment of the underlying theory and a description of two recent applications. ...
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An efficient numerical method is developed for evaluating φ(A), where A is a symmetric matrix and φ is the function defined by φ(x) = (ex − 1)/x = 1+ x/2 + x2/6+ .... This matrix function is useful in the so-called exponential integrators for differential equations. In particular, it is related to the exact solution of the ODE system dy/dt = Ay + b, where A and b are t-independent. Our method a...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1988
ISSN: 0377-0427
DOI: 10.1016/0377-0427(88)90394-9