A stable algorithm for matrx exponent calculation

T Lazebnik, Sh Yanetz

Abstract


This article proposes a numerical algorithm for the matrix exponent A(m) = eM calculation, which is stable for every matrix M ∈ Cnxn and for given number k ∈ N of significant digits. The algorithm is based on C. Lanczos method of eigenvalues calculation. A theoretical analysis and proof of stability of the algorithm is given.


Full Text:

PDF

Refbacks

  • There are currently no refbacks.