Orthogonal polynomial expansions for the matrix exponential

Many different algorithms have been suggested for computing the matrix exponential. In this paper, we put forward the idea of expanding in either Chebyshev, Legendre or Laguerre orthogonal polynomials. In order for these expansions to converge quickly, we cluster the eigenvalues into diagonal blocks and accelerate using shifting and scaling. (C) 2010 Elsevier Inc. All rights reserved.