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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.

65F60 Numerical computation of matrix exponential and similar matrix functions
15A16 Matrix exponential and similar functions of matrices
Full Text: DOI
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