Matrix Padé-Type Method for Computing the Matrix Exponential

Matrix Padé-Type Method for Computing the Matrix Exponential
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计算矩阵指数的矩阵 Padé 型方法

DOI:
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发表时间:
2011
期刊:
影响因子:
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通讯作者:
Chuanqing Gu
Chuanqing Gu
中科院分区:
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文献类型:
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作者:
Chunjing Li;Xiaojin Zhu;Chuanqing Gu

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矩阵的近似值是一种用于计算矩阵函数的广泛的方法,我们在本文中应用矩阵式近似值,而不是典型的幻象近似值来计算矩阵指数。更准确。我们提出了两种用于计算的算法,并且基本上是数值实验,我们的方法有两个主要优点。
Matrix Pade approximation is a widely used method for computing matrix functions. In this paper, we apply matrix Pade-type approximation instead of typical Pade approximation to computing the matrix exponential. In our approach the scaling and squaring method is also used to make the approximant more accurate. We present two algorithms for computing and for computing with many espectively. Numerical experiments comparing the proposed method with other existing methods which are MATLAB’s functions expm and funm show that our approach is also very effective and reliable for computing the matrix exponential . Moreover, there are two main advantages of our approach. One is that there is no inverse of a matrix required in this method. The other is that this method is more convenient when computing for a fixed matrix A with many t ≥ 0.
DOI: 10.1137/09074721x
发表时间: 2009-01-01
影响因子: 1.5
作者:
Al-Mohy, Awad H.;Higham, Nicholas J.
通讯作者: Higham, Nicholas J.