From Computing
Reviews: "This amazingly complete paper
gives the
theoretical background of
the methods, presents applications, provides computational results for
a standard set of pathological matrices, and closes with a mini-user's
manual (...) It is entirely self-contained (...) Here we are given
several sure ways to compute (...)
exponentials, and these with rather sharp error
bounds."
[ Full
Review ] |
Moler and Van Loan:
"The most extensive software for computing the
matrix exponential that we are aware of is Expokit."
[ Nineteen Dubious Ways to Compute the Exponential of
a Matrix, Twenty-Five Years Later. SIAM
Review,
Vol 45, No 1, March 2003. ] |