Accurate matrix exponential computation to solve coupled differential models in engineering

作者：Sastre J^*; Ibanez J; Defez E; Ruiz P

来源：Mathematical and Computer Modelling, 2011, 54(7-8): 1835-1840.

DOI：10.1016/j.mcm.2010.12.049

• Matrix exponential
• Scaling and squaring
• Taylor series

The matrix exponential plays a fundamental role in linear systems arising in engineering, mechanics and control theory. This work presents a new scaling-squaring algorithm for matrix exponential computation. It uses forward and backward error analysis with improved bounds for normal and nonnormal matrices. Applied to the Taylor method, it has presented a lower or similar cost compared to the state-of-the-art Pade algorithms with better accuracy results in the majority of test matrices, avoiding Pade's denominator condition problems.

• 出版日期2011-10