Euler polynomials for the matrix exponential approximation

In this work, a new method to compute the matrix exponential function by using an approximation based on Euler polynomials is proposed. These polynomials are used in combination with the scaling and squaring technique, considering an absolute forward-type theoretical error. Its numerical and computa...

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Vydáno v:Journal of computational and applied mathematics Ročník 425; s. 115074
Hlavní autoři: Alonso, José M., Ibáñez, J., Defez, E., Alonso-Jordá, P.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elsevier B.V 01.06.2023
Témata:
ISSN:0377-0427, 1879-1778
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Shrnutí:In this work, a new method to compute the matrix exponential function by using an approximation based on Euler polynomials is proposed. These polynomials are used in combination with the scaling and squaring technique, considering an absolute forward-type theoretical error. Its numerical and computational properties have been evaluated and compared with the most current and competitive codes dedicated to the computation of the matrix exponential. Under a heterogeneous test battery and a set of exhaustive experiments, it has been demonstrated that the new method offers performance in terms of accuracy and stability which is as good as or even better than those of the considered methods, with an intermediate computational cost among all of them. All of the above makes this a very competitive alternative that should be considered in the growing list of available numerical methods and implementations dedicated to the approximation of the matrix exponential.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2023.115074