Accurate and efficient matrix exponential computation
[EN] This work gives a new formula for the forward relative error of matrix exponential Taylor approximation and proposes new bounds for it depending on the matrix size and the Taylor approximation order, providing a new efficient scaling and squaring Taylor algorithm for the matrix exponential. A M...
| Autores: | , , , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2014 |
| País: | España |
| Recursos: | Universitat Politècnica de València (UPV) |
| Repositório: | RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
| Idioma: | inglês |
| OAI Identifier: | oai:riunet.upv.es:10251/59082 |
| Acesso em linha: | https://riunet.upv.es/handle/10251/59082 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Matrix exponential Scaling and squaring Taylor series Error analysis CIENCIAS DE LA COMPUTACION E INTELIGENCIA ARTIFICIAL MATEMATICA APLICADA LENGUAJES Y SISTEMAS INFORMATICOS TEORIA DE LA SEÑAL Y COMUNICACIONES |
| Resumo: | [EN] This work gives a new formula for the forward relative error of matrix exponential Taylor approximation and proposes new bounds for it depending on the matrix size and the Taylor approximation order, providing a new efficient scaling and squaring Taylor algorithm for the matrix exponential. A Matlab version of the new algorithm is provided and compared with Pad´e state-of-the-art algorithms obtaining higher accuracy in the majority of tests at similar or even lower cost. |
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