Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later

被引:1519
|
作者
Moler, C
Van Loan, C
机构
[1] Mathworks Inc, Natick, MA 01760 USA
[2] Cornell Univ, Dept Comp Sci, Ithaca, NY 14853 USA
关键词
matrix; exponential; roundoff error; truncation error; condition;
D O I
10.1137/S00361445024180
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In principle, the exponential of a matrix could be computed in many ways. Methods involving approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polynomial have been proposed. In practice, consideration of computational stability and efficiency indicates that some of the methods are preferable to others but that none are completely satisfactory. Most of this paper was originally published in 1978. An update, with a sepal-ate bibliography, describes a few recent developments.
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页码:3 / 49
页数:47
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