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Zbl 1084.65040
Iserles, Arieh; Zanna, Antonella
Efficient computation of the matrix exponential by generalized polar decompositions.
(English)
[J] SIAM J. Numer. Anal. 42, No. 5, 2218-2256 (2005). ISSN 0036-1429; ISSN 1095-7170/e

This paper deals with the computation of the matrix exponential in a manner that is consistent with Lie group structure. The need for such a study comes from solving systems of differential equations evolving in Lie groups and in homogeneous manifolds. Combining generalized polar decomposition with similarity transformations, a new method is proposed. The new method is more efficient in many settings than some classical ones.
[Liu Xinguo (Qingdao)]
MSC 2000:
*65F30 Other matrix algorithms
15A24 Matrix equations
34A26 Geometric methods in differential equations

Keywords: matrix exponential; Lie group; Lie algebra; generalized polar decomposition

Cited in: Zbl 1189.65081

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Scientific prize winners of the ICM 2010
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Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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