Euler polynomials for the matrix exponential approximation

José M. Alonso, Javier Ibáñez, Emilio Defez, Pedro Alonso-Jordá. Journal of Computational and Applied Mathematics, vol. 425, 115074, 2023.

In this work, a new method to compute the matrix exponential function by using an approximation based on Euler polynomials is proposed. These polynomials are used in combination with the scaling and squaring technique, considering an absolute forward-type theoretical error. Its numerical and computational properties have been evaluated and compared with the most current and competitive codes dedicated to the computation of the matrix exponential. Under a heterogeneous test battery and a set of exhaustive experiments, it has been demonstrated that the new method offers performance in terms of accuracy and stability which is as good as or even better than those of the considered methods, with an intermediate computational cost among all of them. All of the above makes this a very competitive alternative that should be considered in the growing list of available numerical methods and implementations dedicated to the approximation of the matrix exponential.