This paper takes a look at numerical procedures for computing approximation of the exponential of a matrix of large dimension. Existing approximation methods to evaluate the exponentiation of a matrix will be reviewed paying more attention to Krylov subspace methods and Schur factorization techniques. Some theoretical results on the bounds for the entries of the exponential matrix and some implementation details will be also discussed.

A survey of methods for computing matrix exponentials in numerical schemes for ODEs

DEL BUONO, Nicoletta;LOPEZ, Luciano
2003

Abstract

This paper takes a look at numerical procedures for computing approximation of the exponential of a matrix of large dimension. Existing approximation methods to evaluate the exponentiation of a matrix will be reviewed paying more attention to Krylov subspace methods and Schur factorization techniques. Some theoretical results on the bounds for the entries of the exponential matrix and some implementation details will be also discussed.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11586/68962
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