The Magnus series is an infinite series which arises in the study of linear ordinary differential equations. If the series converges, then the matrix exponential of the sum equals...
In this paper we study the convergence properties of the power series algorithm, which is a general method to determine (functions of) stationary distributions of Markov chains. W...
We describe two techniques for fast multiple-precision evaluation of linearly convergent series, including power series and Ramanujan series. The computation time for N bits is O(...