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Section B

Accurate and efficient matrix exponential computation

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Pages 97-112 | Received 12 Nov 2012, Accepted 21 Mar 2013, Published online: 24 May 2013
 

Abstract

This work gives a new formula for the forward relative error of matrix exponential Taylor approximation and proposes new bounds for it depending on the matrix size and the Taylor approximation order, providing a new efficient scaling and squaring Taylor algorithm for the matrix exponential. A Matlab version of the new algorithm is provided and compared with Padé state-of-the-art algorithms obtaining higher accuracy in the majority of tests at similar or even lower cost.

2010 AMS Subject Classifications:

Acknowledgements

This work has been supported by the Programa de Apoyo a la Investigación y el Desarrollo of the Universitat Politècnica de València grant PAID-06-11-2020

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