Accurate matrix exponential computation to solve coupled differential models in engineering

Authors:
J. Sastre;J. IbáñEz;E. Defez;P. Ruiz
Affiliations:
Instituto de Telecomunicaciones y Aplicaciones Multimedia, Universidad Politécnica de Valencia, Spain;Instituto de Instrumentación para Imagen Molecular, Universidad Politécnica de Valencia, Spain;Instituto de Matemática Multidisciplinar, Universidad Politécnica de Valencia, Spain;Instituto de Instrumentación para Imagen Molecular, Universidad Politécnica de Valencia, Spain
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2011

Citing 5
Cited 0

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Abstract

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 Pade algorithms with better accuracy results in the majority of test matrices, avoiding Pade's denominator condition problems.