Computing The Matrix Exponential By Pade Type-Lagrange Method

PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON MATRIX ANALYSIS AND APPLICATIONS, VOL 3（2009）

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摘要

In this paper, we introduce the Pade type-Lagrange approximation to the matrix exponential. The explicit formula for computing the matrix exponential is presented. It is shown by a numerical example that the accuracy of the approximation increases as the order or the node increases.

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关键词

matrix Pade-type approximation, matrix exponential, Lagrange interpolation

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