Scaling and modified squaring method for the matrix exponential
Scaling and modified squaring method for the matrix exponential
复制标题
矩阵指数的缩放和修正平方方法
DOI：
10.14495/jsiaml.8.65
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
C. Hirota
中科院分区：
文献类型：
--
作者：
Shinsuke Nakamura;K. Ozawa;C. Hirota
近年来，许多使用指数算子的离散变量方法（称为指数积分器）被提出，并且各种矩阵指数的计算方法也被提出。特别是帕德逼近与缩放平方方法的结合是最强大且被广泛使用的。然而，平方过程容易受到舍入误差的影响。我们为缩放平方方法提出了一种改进的平方过程。从数值结果来看，在最佳情况下，精度提高了约1/100。
In recent years, many discrete variable methods using the exponential operator, called exponential integrator, have been presented, and various computational methods of the matrix exponential are also proposed. Especially the combination of the Padé approximant and the scaling and squaring method is most powerful and widely used. However, the squaring process is susceptible to roundoff errors. We propose a modified squaring process for the scaling and squaring methods. From the numerical results, an accuracy improvement about 1/100 is obtained in the best case.