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...
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Médium: | Journal article |
Jazyk: | English |
Vydáno: |
Society for Industrial and Applied Mathematics
2016
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