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Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators

✍ Scribed by Al-Mohy, Awad H.; Higham, Nicholas J.


Book ID
115543329
Publisher
Society for Industrial and Applied Mathematics
Year
2011
Tongue
English
Weight
368 KB
Volume
33
Category
Article
ISSN
1064-8275

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A practical algorithm is described for the computation of the transition matrix and its integral of a timeinvariant state-space system. It is based on the partial Taylor expansion of the matrices, and methods for reducing computations and increasing accuracy are given.