Calculating a function of a matrix with a real spectrum
Numerical Analysis
2021-06-01 v1 Numerical Analysis
Spectral Theory
Abstract
Let be a square matrix with a real spectrum, and let be an analytic function. The problem of the approximate calculation of is discussed. Applying the Schur triangular decomposition and the reordering, one can assume that is triangular and its diagonal entries are arranged in increasing order. To avoid calculations using the differences with close (including equal) and , it is proposed to represent in a block form and calculate the two main block diagonals using interpolating polynomials. The rest of the entries can be calculated using the Parlett recurrence algorithm. It is also proposed to perform scalar operations (such as the building of interpolating polynomials) with an enlarged number of decimal digits.
Cite
@article{arxiv.2105.15173,
title = {Calculating a function of a matrix with a real spectrum},
author = {P. Kubelík and V. G. Kurbatov and I. V. Kurbatova},
journal= {arXiv preprint arXiv:2105.15173},
year = {2021}
}
Comments
24 pages