An approximation of matrix exponential by a truncated Laguerre series
Numerical Analysis
2023-12-13 v1 Numerical Analysis
Dynamical Systems
Functional Analysis
Spectral Theory
Abstract
The Laguerre functions , , are constructed from generalized Laguerre polynomials. The functions depend on two parameters: scale and order of generalization , and form an orthogonal basis in . Let the spectrum of a square matrix lie in the open left half-plane. Then the matrix exponential , , belongs to . Hence the matrix exponential can be expanded in a series . An estimate of the norm is proposed. Finding the minimum of this estimate over and is discussed. Numerical examples show that the optimal is often almost 0, which essentially simplifies the problem.
Keywords
Cite
@article{arxiv.2312.07291,
title = {An approximation of matrix exponential by a truncated Laguerre series},
author = {E. D. Khoroshikh and V. G. Kurbatov},
journal= {arXiv preprint arXiv:2312.07291},
year = {2023}
}
Comments
20 pages, 4 figures