%0 Journal Article %1 melloy1993computing %A Melloy, Brian J. %A Kemble Bennett, G. %D 1993 %J Journal of Computational and Applied Mathematics %K Poissonization linear_algebra matrix_exponential %N 3 %P 405-413 %R https://doi.org/10.1016/0377-0427(93)90036-B %T Computing the exponential of an intensity matrix %U https://www.sciencedirect.com/science/article/pii/037704279390036B %V 46 %X A scaling and squaring procedure for computing the exponential of an intensity matrix is developed in this paper. Intensity matrices occur naturally in inventory, reliability and queueing systems. It will be seen that when these matrices are properly transformed, they are well-conditioned for the matrix exponential function, and particularly well-suited for the scaling and squaring approach. As a result, many of the reliability problems associated with the standard procedure have been circumvented.

@article{melloy1993computing, abstract = {A scaling and squaring procedure for computing the exponential of an intensity matrix is developed in this paper. Intensity matrices occur naturally in inventory, reliability and queueing systems. It will be seen that when these matrices are properly transformed, they are well-conditioned for the matrix exponential function, and particularly well-suited for the scaling and squaring approach. As a result, many of the reliability problems associated with the standard procedure have been circumvented.}, added-at = {2021-07-26T17:59:49.000+0200}, author = {Melloy, Brian J. and {Kemble Bennett}, G.}, biburl = {https://www.bibsonomy.org/bibtex/218ede4799b5cd30f7343cf2874704d3a/peter.ralph}, doi = {https://doi.org/10.1016/0377-0427(93)90036-B}, interhash = {2b50fb34902063c45cb847ae5be3abd2}, intrahash = {18ede4799b5cd30f7343cf2874704d3a}, issn = {0377-0427}, journal = {Journal of Computational and Applied Mathematics}, keywords = {Poissonization linear_algebra matrix_exponential}, number = 3, pages = {405-413}, timestamp = {2021-07-26T17:59:49.000+0200}, title = {Computing the exponential of an intensity matrix}, url = {https://www.sciencedirect.com/science/article/pii/037704279390036B}, volume = 46, year = 1993 }