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A new efficient and accurate spline algorithm for the matrix exponential computation. (English) Zbl 1398.65091
Summary: In this work an accurate and efficient method based on matrix splines for computing matrix exponential is given. An algorithm and a MATLAB implementation have been developed and compared with the state-of-the-art algorithms for computing the matrix exponential. We also developed a parallel implementation for large scale problems. This implementation allowed us to get a much better performance when working with this kind of problems.

MSC:
65F60 Numerical computation of matrix exponential and similar matrix functions
15A16 Matrix exponential and similar functions of matrices
65D07 Numerical computation using splines
65Y10 Numerical algorithms for specific classes of architectures
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