EXPONENTIALS OF SYMMETRICAL MATRICES THROUGH TRIDIAGONAL REDUCTIONS

Authors
LU YY
Citation
Yy. Lu, EXPONENTIALS OF SYMMETRICAL MATRICES THROUGH TRIDIAGONAL REDUCTIONS, Linear algebra and its applications, 279(1-3), 1998, pp. 317-324
Citations number
21
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
279
Issue
1-3
Year of publication
1998
Pages
317 - 324
Database
ISI
SICI code
0024-3795(1998)279:1-3<317:EOSMTT>2.0.ZU;2-R
Abstract
A simple and efficient numerical algorithm for computing the exponenti al of a symmetric matrix is developed in this paper. For an n x n matr ix, the required. number of operations is around 10/3 n(3). It is base d on the orthogonal reduction to a tridiagonal form and the Chebyshev uniform approximation of e(-x) on (0,infinity). (C) 1998 Elsevier Scie nce Inc. All rights reserved.