Matrix exponential using scaled-squared subdiagonal Pade

Computes the matrix exponential or its action on a vector
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Aktualisiert 18. Mai 2016

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sexpm(A) computes the matrix exponential of a square matrix A. sexpmv(A,b) computes the action of the matrix exponential on a given vector b. The codes can be much more efficient than MATLAB's standard expm if the matrix has eigenvalues of widely varying real part, and the rightmost eigenvalues do not have widely varying imaginary parts.
Details of the algorithm are described in
Stefan Guettel and Yuji Nakatsukasa, Scaled and squared subdiagonal Pade approximation for the matrix exponential, pdf, SIAM Journal on Matrix Analysis and Applications, Vol. 37(1), pp. 145-170, 2016.

Zitieren als

Yuji Nakatsukasa (2025). Matrix exponential using scaled-squared subdiagonal Pade (https://de.mathworks.com/matlabcentral/fileexchange/57200-matrix-exponential-using-scaled-squared-subdiagonal-pade), MATLAB Central File Exchange. Abgerufen.

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Erstellt mit R2014b
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Version Veröffentlicht Versionshinweise
1.0.0.0