An estimate of approximation of an analytic function of a matrix by a rational function
Abstract
Let be a square complex matrix; , ..., be arbitrary (possibly repetitive) points of interpolation; be an analytic function defined on a neighborhood of the convex hull of the union of the spectrum of the matrix and the points , ..., ; and the rational function (with the degree of the numerator less than ) interpolates at these points (counted according to their multiplicities). Under these assumptions estimates of the kind where , 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