English

Uniform-in-time rational approximation of the matrix exponential with real poles

Numerical Analysis 2026-07-20 v1

Abstract

We propose two new approaches for constructing families of rational functions with shared real poles that nearly uniformly approximate the functions exp(tz)\exp(-tz) for z0z\geq 0 and tt in a positive time interval. The first result concerns the case where all real poles coalesce into a single point. With an appropriate choice of a weight function we are able to derive a closed formula for the asymptotically optimal location of such a pole. We then discuss the more general case where all real poles are distinct. Using Zolotarev's construction of certain optimal rational functions, we present a simple algorithm to derive nearly optimal poles efficiently. We analyze the stability of the numerical evaluation of the resulting rational matrix functions in floating-point arithmetic. By controlling the growth of potential ill-conditioning arising from partial fractions, reliable and highly parallelizable exponential propagators are obtained.

Keywords

Cite

@article{arxiv.2607.18018,
  title  = {Uniform-in-time rational approximation of the matrix exponential with real poles},
  author = {Stefan Güttel and Shuai Shao},
  journal= {arXiv preprint arXiv:2607.18018},
  year   = {2026}
}