In this work we derive efficient rational L∞ approximations of various degrees for the quadruple precision computation of the matrix exponential. We focus especially on the two classes of normal and nonnegative matrices. Our method relies on Remez algorithm for rational approximation while the innovation here is the choice of the starting set of non-symmetrical Chebyshev points. Only one Remez iteration is then usually enough to quickly approach the actual L∞ approximant.
REFERENCES
1.
C.
Moler
, Ch.
Van Loan
, Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
, Society for Industrial and Applied Mathematics Review
45
(1
) (2003
) 3
–49
.2.
N.J.
Higham
, The Scaling and Squaring Method for the Matrix Exponential Revisited
, Society for Industrial and Applied Mathematics Review
51
(4
) (2009
) 747
–764
.3.
Ch.
Tsitouras
, I. Th.
Famelis
, Bounds for Variable Degree Rational L∞ Approximations to the Matrix Exponential
, Submitted.4.
Ch.
Tsitouras
, I. Th.
Famelis
, Minimax vs Pade approximation of matrix exponential for Normal and Non-negative matrices
, AIP Conference Proceedings
1702
, 190013
(2015
); doi: 5.
N.J.
Higham
, Functions of Matrices: Theory and Computation
, Society for Industrial and Applied Mathematics
(2008
).6.
7.
Ch.
Tsitouras
, V. N.
Katsikis
, Bounds for variable degree rational L∞ approximations to the matrix cosine
, Comput. Phys. Commun.
, 185
(2014
) 2834
–2840
.8.
This content is only available via PDF.
© 2019 Author(s).
2019
Author(s)
You do not currently have access to this content.