Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy

نویسندگان

  • Jungong Xue
  • Qiang Ye
چکیده

A real square matrix is said to be essentially non-negative if all of its off-diagonal entries are non-negative. It has recently been shown that the exponential of an essentially non-negative matrix is determined entrywise to high relative accuracy by its entries up to a condition number intrinsic to the exponential function (Numer. Math., 110 (2008), pp. 393-403). Thus the smaller entries of the exponential may be computed to the same relative accuracy as the bigger entries. This paper develops algorithms to compute exponentials of essentially non-negative matrices entrywise to high relative accuracy.

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عنوان ژورنال:
  • Math. Comput.

دوره 82  شماره 

صفحات  -

تاریخ انتشار 2013