Related papers: Computing the matrix exponential with the double e…
We derive explicit formulas for calculating $e^A$, $\cosh{A}$, $\sinh{A}, \cos{A}$ and $\sin{A}$ for a given $2\times2$ matrix $A$. We also derive explicit formulas for $e^A$ for a given $3\times3$ matrix $A$. These formulas are expressed…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
This paper deals with the error analysis of the trapezoidal rule for the computation of Fourier type integrals, based on two double exponential transformations. The theory allows to construct algorithms in which the steplength and the…
Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
A defect correction formula for quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=0$ is presented. This formula, expressed by means of an invariant subspace of a suitable pencil, allows us to introduce a modification of the…
Auxiliary matrix exponential method is used to derive simple and numerically efficient general expressions for the following, historically rather cumbersome and hard to compute, theoretical methods: (1) average Hamiltonian theory following…
Error estimates for the numerical solution of the master equation are presented. Estimates are based on adjoint methods. We find that a good estimate can often be computed without spending computational effort on a dual problem. Estimates…
Partial differential equations with highly oscillatory input terms are hardly ever solvable analytically and their numerical treatment is difficult. Modulated Fourier expansion used as an {\it ansatz} is a well known and extensively…
We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when…
As was initially shown by Brent, exponentials of truncated power series can be computed using a constant number of polynomial multiplications. This note gives a relatively simple algorithm with a low constant factor.
If ${A}$ has no eigenvalues on the closed negative real axis, and $B$ is arbitrary square complex, the matrix-matrix exponentiation is defined as $A^B:=e^{\log({A}){B}}$. This function arises, for instance, in Von Newmann's…
We propose a general algorithm of constructing an extended formulation for any given set of linear constraints with integer coefficients. Our algorithm consists of two phases: first construct a decision diagram $(V,E)$ that somehow…
The Laguerre functions $l_{n,\tau}^\alpha$, $n=0,1,\dots$, are constructed from generalized Laguerre polynomials. The functions $l_{n,\tau}^\alpha$ depend on two parameters: scale $\tau>0$ and order of generalization $\alpha>-1$, and form…
The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…
We present a quantum algorithm for the simulation of molecular systems that is asymptotically more efficient than all previous algorithms in the literature in terms of the main problem parameters. As in previous work [Babbush et al., New…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
Hamiltonian truncation is a non-perturbative numerical method for calculating observables of a quantum field theory. The starting point for this method is to truncate the interacting Hamiltonian to a finite-dimensional space of states…
Let A and E be Hermitian self-adjoint matrices, where A is fixed and E a small perturbation. We study how the eigenvalues and eigenvectors of A+E depend on E, with the aim of obtaining first order formulas (and when possible also second…
The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…