Abstract
There are several applications in which one needs to integrate a system of ODEs whose
solution is an n
p matrix with orthonormal columns. In recent papers algorithms of
arithmetic complexity order np
2
have been proposed. The class of Lie group integrators
may seem like a worth while alternative for this class of problems, but it has not been
clear how to implement such methods with
O(np
2
) complexity. In this paper we show
how Lie group methods can be implemented in a computationally...
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