Scaled and squared subdiagonal Padé approximation for the matrix exponential

The scaling and squaring method is the most widely used algorithm for computing the exponential of a square matrix A. We introduce an efficient variant that uses a much smaller squaring factor when ||A|| » 1 and a subdiagonal Padé approximant of low degree, thereby significantly re...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Guettel, S, Nakatsukasa, Y
Fformat: Journal article
Iaith:English
Cyhoeddwyd: Society for Industrial and Applied Mathematics 2016