Article ID Journal Published Year Pages File Type
4601067 Linear Algebra and its Applications 2011 23 Pages PDF
Abstract

Many different algorithms have been suggested for computing the matrix exponential. In this paper, we put forward the idea of expanding in either Chebyshev, Legendre or Laguerre orthogonal polynomials. In order for these expansions to converge quickly, we cluster the eigenvalues into diagonal blocks and accelerate using shifting and scaling.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory