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Verified computation of the matrix exponential

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Two numerical algorithms for computing interval matrices containing the matrix exponential are proposed. The first algorithm is based on a numerical spectral decomposition and requires only cubic complexity under some… Click to show full abstract

Two numerical algorithms for computing interval matrices containing the matrix exponential are proposed. The first algorithm is based on a numerical spectral decomposition and requires only cubic complexity under some assumptions. The second algorithm is based on a numerical Jordan decomposition and applicable even for defective matrices. Numerical results show the effectiveness and robustness of the algorithms.

Keywords: matrix exponential; verified computation; computation matrix

Journal Title: Advances in Computational Mathematics
Year Published: 2019

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