English

Scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions

Numerical Analysis 2025-01-20 v1 Numerical Analysis

Abstract

This paper aims to develop efficient numerical methods for computing the inverse of matrix φ\varphi-functions, ψ(A):=(φ(A))1\psi_\ell(A) := (\varphi_\ell(A))^{-1}, for =1,2,,\ell =1,2,\ldots, when AA is a large and sparse matrix with eigenvalues in the open left half-plane. While φ\varphi-functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing ψ(A)\psi_\ell(A), based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Pad\'e approximants for approximating ψ1(A/2s)\psi_1(A/2^s), where ss is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.

Keywords

Cite

@article{arxiv.2501.10028,
  title  = {Scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions},
  author = {Lidia Aceto and Luca Gemignani},
  journal= {arXiv preprint arXiv:2501.10028},
  year   = {2025}
}
R2 v1 2026-06-28T21:09:04.206Z