New Series Formulae for Computing Accurately Matrix Exponentials
I.R. Ciric · 2018
The matrix series formulae presented for the computation of the matrix exponential can be applied to general matrices, positive definite or not, of arbitrary condition. Their main feature consists in the fact that each new term of the infinite series involved is computed by the multiplication of the previous term with a matrix which is better and better conditioned, tending to the identity matrix, and therefore allowing a stable and accurate numerical computation.