Exponentials of symmetric matrices through tridiagonal reductions

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Detail(s)

Original languageEnglish
Pages (from-to)317-324
Journal / PublicationLinear Algebra and Its Applications
Volume279
Issue number1-3
Publication statusPublished - 15 Aug 1998

Abstract

A simple and efficient numerical algorithm for computing the exponential of a symmetric matrix is developed in this paper. For an n × n matrix, the required number of operations is around 10/3 n3. It is based on the orthogonal reduction to a tridiagonal form and the Chebyshev uniform approximation of e-x on [0, ∞). ©1998 Elsevier Science Inc. All rights reserved.

Research Area(s)

  • Chebyshev approximation, Matrix exponential, Tridiagonal reduction