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Accurate matrix exponential computation to solve coupled differential models in engineering. (English) Zbl 1235.65042
Summary: 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 Padé algorithms with better accuracy results in the majority of test matrices, avoiding Padé’s denominator condition problems.

MSC:
65F60 Numerical computation of matrix exponential and similar matrix functions
15A16 Matrix exponential and similar functions of matrices
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