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The Nature Of High-precision Calculation Of The Non-negative Triangular Matrix Exponential Function

Posted on:2010-12-18Degree:MasterType:Thesis
Country:ChinaCandidate:L J DengFull Text:PDF
GTID:2190360275491395Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
In this paper,we present an algorithm to accurately compute the exponential of a triangular essentially nonnegative matrix.We first scale the matrix to a matrix with close diagonal elements,and then use Taylor expansion to compute the exponential of this scaled matrix,finally obtain the exponential of the original matrix by squaring.New stopping criteria are adopted in the Taylor expansion.We choose the scaling number by minimizing the cost of the algorithm.Error analysis shows that each entry of the computed solution has high relative accuracy.Numerical examples are presented to show the accuracy of the algorithm.
Keywords/Search Tags:essentially nonnegative matrix, matrix exponential, Taylor expansion, scaling and squaring method, close diagonal elements, entrywise relative error
PDF Full Text Request
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