EFFICIENT SCALING AND SQUARING METHOD FOR THE MATRIX EXPONENTIAL

Abstract

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned, and classical Padé methods shown to be superior in performance to the approximants used in state-of-the-art software. The algorithm computes matrix-matrix products and also matrix inverses, but it can be implemented to avoid the computation of inverses, making it convenient for some problems. If the matrix A belongs to a Lie algebra, then eA belongs to its associated Lie group, being a property which is preserved by diagonal Padé approximants, and the algorithm has another option to use only these. Numerical experiments show the superior performance with respect to state-of-the-art implementations. © 2025 Society for Industrial and Applied Mathematics.