Orthogonal polynomial expansions for the matrix exponential |
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Authors: | Gerald Moore |
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Affiliation: | Department of Mathematics, Imperial College of Science, Technology and Medicine, 180 Queen’s Gate, London SW7 2AZ, United Kingdom |
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Abstract: | Many different algorithms have been suggested for computing the matrix exponential. In this paper, we put forward the idea of expanding in either Chebyshev, Legendre or Laguerre orthogonal polynomials. In order for these expansions to converge quickly, we cluster the eigenvalues into diagonal blocks and accelerate using shifting and scaling. |
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Keywords: | Matrix exponential Chebyshev polynomial Legendre polynomial Laguerre polynomial |
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