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Bibliographic Details
Main Authors: Pozza, Stefano, Zahid, Shazma
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2602.17516
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author Pozza, Stefano
Zahid, Shazma
author_facet Pozza, Stefano
Zahid, Shazma
contents We present a new method for computing the action of the matrix exponential on a vector, \( e^{At}v \). The proposed approach efficiently evaluates the solution for all \( t \) within a prescribed bounded interval by expanding it into an orthogonal polynomial series. This method is derived from a new representation of the matrix exponential in the so-called \(\star\)-algebra, an algebra of bivariate distributions. The resulting formulation leads to a linear system equivalent to a matrix equation of Stein type, which can be solved by either direct or Krylov subspace methods. Numerical experiments demonstrate the accuracy and efficiency of the proposed approach in comparison to state-of-the-art techniques.
format Preprint
id arxiv_https___arxiv_org_abs_2602_17516
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Computing the action of a matrix exponential on an interval via the $\star$-product approach
Pozza, Stefano
Zahid, Shazma
Numerical Analysis
15A16, 65F60
We present a new method for computing the action of the matrix exponential on a vector, \( e^{At}v \). The proposed approach efficiently evaluates the solution for all \( t \) within a prescribed bounded interval by expanding it into an orthogonal polynomial series. This method is derived from a new representation of the matrix exponential in the so-called \(\star\)-algebra, an algebra of bivariate distributions. The resulting formulation leads to a linear system equivalent to a matrix equation of Stein type, which can be solved by either direct or Krylov subspace methods. Numerical experiments demonstrate the accuracy and efficiency of the proposed approach in comparison to state-of-the-art techniques.
title Computing the action of a matrix exponential on an interval via the $\star$-product approach
topic Numerical Analysis
15A16, 65F60
url https://arxiv.org/abs/2602.17516