Computations of the Exponential of a Matrix and Exponential Splittings
by Qin Sheng

We discuss various different ways for computing the exponential of a matrix. Some of these methods are very important in constructing numerical solutions of multi-dimensional partial differential equations. The technique used involves approximation theory, ordinary and partial differential equations, matrix analysis and, of course, numerical analysis. Most of the algorithms discussed are very practical in solving computational problems from the industry and commercial/business world.