English

Calculating a function of a matrix with a real spectrum

Numerical Analysis 2021-06-01 v1 Numerical Analysis Spectral Theory

Abstract

Let TT be a square matrix with a real spectrum, and let ff be an analytic function. The problem of the approximate calculation of f(T)f(T) is discussed. Applying the Schur triangular decomposition and the reordering, one can assume that TT is triangular and its diagonal entries tiit_{ii} are arranged in increasing order. To avoid calculations using the differences tiitjjt_{ii}-t_{jj} with close (including equal) tiit_{ii} and tjjt_{jj}, it is proposed to represent TT in a block form and calculate the two main block diagonals using interpolating polynomials. The rest of the f(T)f(T) 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.

Keywords

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

R2 v1 2026-06-24T02:40:24.333Z