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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Main Authors: Guettel, S, Nakatsukasa, Y
格式: Journal article
语言:English
出版: Society for Industrial and Applied Mathematics 2016