Efficient Computation Of The Matrix Exponential By Generalized Polar Decompositions

In this paper we explore the computation of the matrix exponential in a manner that is consistent with Lie-group structure. Our point of departure is the method of generalized polar decompositions, which we modify and combine with similarity transformations that bring the underlying matrix to a form more amenable to e#cient computation. We develop techniques valid for a range of Lie-groups: the orthogonal group, the symplectic group, Lorenz, isotropy and scaling groups. However, the GPD approach is equally promising in a more general context: even when Lie-group structure is not at issue, our algorithm is more efficient in many settings than classical methods for the computation of the matrix exponential