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...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteurs: Guettel, S, Nakatsukasa, Y
Formaat: Journal article
Taal:English
Gepubliceerd in: Society for Industrial and Applied Mathematics 2016