Nineteen dubious ways to compute the exponential of a matrix. Moler, C. & Loans, C. V. SIAM Review, 20:801-836, 1978. abstract bibtex In principle, the exponential of a matrix could be computed in many ways. Methods involving approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polynomial have been proposed. In practice, consideration of computational stability and efficiency indicates that some of the methods are preferable to others, but that none are completely satisfactory.
@article{Moler1978,
abstract = {In principle, the exponential of a matrix could be computed in many ways. Methods involving approximation theory, differential equations, the matrix eigenvalues, and the matrix characteristic polynomial have been proposed. In practice, consideration of computational stability and efficiency indicates that some of the methods are preferable to others, but that none are completely satisfactory.},
author = {Cleve Moler and Charles Van Loans},
issue = {4},
journal = {SIAM Review},
pages = {801-836},
title = {Nineteen dubious ways to compute the exponential of a matrix},
volume = {20},
year = {1978},
}
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