A survey on methods for computing matrix exponentials in numerical schemes for ODEs

Authors:
Nicoletta Del Buono;Luciano Lopez
Affiliations:
Dipartimento Interuniversitario di Matematica, Università degli Studi di Bari, Bari, Italy;Dipartimento Interuniversitario di Matematica, Università degli Studi di Bari, Bari, Italy
Venue:
ICCS'03 Proceedings of the 2003 international conference on Computational science: PartII
Year:
2003

Citing 14
Cited 2

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Abstract

This paper takes a look at numerical procedures for computing approximation of the exponential of a matrix of large dimension. Existing approximation methods to evaluate the exponentiation of a matrix will be reviewed paying more attention to Krylov subspace methods and Schur factorization techniques. Some theoretical results on the bounds for the entries of the exponential matrix and some implementation details will be also discussed.