Scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions
Abstract
This paper aims to develop efficient numerical methods for computing the inverse of matrix -functions, , for when is a large and sparse matrix with eigenvalues in the open left half-plane. While -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 , 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 , where is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.
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}
}