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...

詳細記述

書誌詳細
主要な著者: Guettel, S, Nakatsukasa, Y
フォーマット: Journal article
言語:English
出版事項: Society for Industrial and Applied Mathematics 2016