Matrix Padé-Type Method for Computing the Matrix Exponential
Matrix Padé-Type Method for Computing the Matrix Exponential
复制标题
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
中科院分区:
文献类型:
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作者:
Chunjing Li;Xiaojin Zhu;Chuanqing Gu
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.
影响因子:
1.5
作者:
Al-Mohy, Awad H.;Higham, Nicholas J.
通讯作者:
Higham, Nicholas J.