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An estimate of approximation of an analytic function of a matrix by a rational function

Numerical Analysis 2021-08-05 v1 Numerical Analysis Spectral Theory

Abstract

Let AA be a square complex matrix; z1z_1, ..., zNCz_{N}\in\mathbb C be arbitrary (possibly repetitive) points of interpolation; ff be an analytic function defined on a neighborhood of the convex hull of the union of the spectrum σ(A)\sigma(A) of the matrix AA and the points z1z_1, ..., zNz_{N}; and the rational function r=uvr=\frac uv (with the degree of the numerator uu less than NN) interpolates ff at these points (counted according to their multiplicities). Under these assumptions estimates of the kind f(A)r(A)maxt[0,1];μconvex hull{z1,z2,,zN}Ω(A)[v(A)]1(vf)(N)((1t)μ1+tA)N!, \bigl\Vert f(A)-r(A)\bigr\Vert\le \max_{t\in[0,1];\mu\in\text{convex hull}\{z_1,z_{2},\dots,z_{N}\}}\biggl\Vert\Omega(A)[v(A)]^{-1} \frac{\bigl(vf\bigr)^{{(N)}} \bigl((1-t)\mu\mathbf1+tA\bigr)}{N!}\biggr\Vert, where Ω(z)=k=1N(zzk)\Omega(z)=\prod_{k=1}^N(z-z_k), are proposed. As an example illustrating the accuracy of such estimates, an approximation of the impulse response of a dynamic system obtained using the reduced-order Arnoldi method is considered, the actual accuracy of the approximation is compared with the estimate based on this paper.

Keywords

Cite

@article{arxiv.2108.02036,
  title  = {An estimate of approximation of an analytic function of a matrix by a rational function},
  author = {M. Ferus and V. G. Kurbatov and I. V. Kurbatova},
  journal= {arXiv preprint arXiv:2108.02036},
  year   = {2021}
}

Comments

21 pages, 1 figure