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A Survey on Methods for Computing Matrix Exponentials in Numerical Schemes for ODEs

A Survey on Methods for Computing Matrix Exponentials in Numerical Schemes for ODEs

This paper takes a look at numerical procedures for computing approximation of the exponential of a matrix of large dimension. Existing approximation methods to evaluate the exponentiation of a matrix will be reviewed paying more attention to Krylov subspace methods and Schur factorization techniques. Some theoretical results on the bounds …