Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
SIAM Review, 45 (1):
3-49 (2003)DOI: 10.1137/S00361445024180
Abstract
In principle, the exponential of a matrix could be computed in many ways. Methods involv-
ing approximation theory, differential equations, the matrix eigenvalues, and the matrix
characteristic polynomial have been proposed. In practice, consideration of computational
stability and efficiency indicates that some of the methods are preferable to others but
that none are completely satisfactory.
Most of this paper was originally published in 1978. An update, with a separate
bibliography, describes a few recent developments.
Description
Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
