Scaled and squared subdiagonal Padé approximation for the matrix exponential

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...

Полное описание

Библиографические подробности
Главные авторы:	Guettel, S, Nakatsukasa, Y
Формат:	Journal article
Язык:	English
Опубликовано:	Society for Industrial and Applied Mathematics 2016

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