Error analysis for exponential splitting based on the Generalized Polar Decomposition I: Local and global bounds
نویسنده
چکیده
In this paper we consider splitting methods for the approximation of the exponential of a matrix from a Lie algebra to a Lie group. Particular attention is paid to splitting that arise from Generalized Polar Decompositions. We derive both local and global bounds for various methods. The theoretical results are finally discussed in several numerical experiments.
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تاریخ انتشار 2001