Polynomial approximation of functions of matrices and applications (Q1825596): Difference between revisions

The author analyzes in some detail the use of polynomials for the approximation of general matrix functions f(A) (e.g. exp(A)). The approximation problem is treated by interpolating f(z) at an appropriate set of points which are known to have suitable consequences for the approximation process. Algorithmic aspects are discussed. Iterative algorithms for the solution of \(Ax=b\) are reinterpreted as polynomial approximations for \(f(A)=A^{-1}.\)