The scaling and modified squaring method for matrix functions related to the exponential

Authors:
B. Skaflestad;W. M. Wright
Affiliations:
Department of Mathematics, NTNU, 7491 Trondheim, Norway;Department of Mathematics, La Trobe University, 3086 Victoria, Australia
Venue:
Applied Numerical Mathematics
Year:
2009

Citing 19
Cited 5

Topics in matrix analysis

Topics in matrix analysis
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Abstract

In recent years, there has been a resurgence in the construction and implementation of exponential integrators, which are numerical methods specifically designed for the numerical solution of spatially discretized semi-linear partial differential equations. Exponential integrators use the matrix exponential and related matrix functions within the formulation of the numerical method. The scaling and squaring method is the most widely used method for computing the matrix exponential. The aim of this paper is to discuss the efficient and accurate evaluation of the matrix exponential and related matrix functions using a scaling and modified squaring method.