Efficient Computation of the Matrix Exponential by Generalized Polar Decompositions

@article{Iserles2004EfficientCO,
  title={Efficient Computation of the Matrix Exponential by Generalized Polar Decompositions},
  author={Arieh Iserles and Antonella Zanna},
  journal={SIAM J. Numerical Analysis},
  year={2004},
  volume={42},
  pages={2218-2256}
}
In this paper we explore the computation of the matrix exponential in a manner that is consistent with Lie-group structure. Our point of departure is the method of generalized polar decompositions, which we modify and combine with similarity transformations that bring the underlying matrix to a form more amenable to efficient computation. We develop techniques valid for a range of Lie groups: the orthogonal group, the symplectic group, Lorentz, isotropy, and scaling groups. However, the GPD… CONTINUE READING

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