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Zbl 1030.65029
Moler, Cleve; Van Loan, Charles
Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later. (English)
[J] SIAM Rev. 45, No. 1, 3-49 (2003). ISSN 0036-1445; ISSN 1095-7200/e

Much of the paper is a reprint of the authors' work [SIAM Rev. 20, 801-836 (1978; Zbl 0395.65012)]. In this part many strategies and algorithms are given to compute the exponential of a matrix. In the new part of the present paper the authors describe recent developments and review some of the old strategies with respect to numerical stability. A new bibliography is added.
[Thomas Sonar (Braunschweig)]

MSC 2000:: *65F20 Overdetermined systems (numerical linear algebra)
15A12 Conditioning of matrices
65L05 Initial value problems for ODE (numerical methods)
65F35 Matrix norms, etc. (numerical linear algebra)

Keywords: matrix exponential; roundoff error; condition number; numerical stability; bibliography

Citations: Zbl 0395.65012

Cited in: Zbl 1217.15010

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