On the calculation of functions of matrices (Q382372): Difference between revisions
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It is pointed out that the representation of entire functions of matrices involving symmetric polynomials is remarkable, since formulas expressing these functions via the principal minors of matrices can be derived. It is shown that these formulas can serve as a basis for developing new methods for the numerical calculation of functions of matrices. These methods do not require the calculation of eigenvalues of the relevant matrices. Two examples of such methods are presented in this paper. It is pointed out that such methods are reliable and accurate, easy to program, and generally better than other presently available methods. | |||
Property / review text: It is pointed out that the representation of entire functions of matrices involving symmetric polynomials is remarkable, since formulas expressing these functions via the principal minors of matrices can be derived. It is shown that these formulas can serve as a basis for developing new methods for the numerical calculation of functions of matrices. These methods do not require the calculation of eigenvalues of the relevant matrices. Two examples of such methods are presented in this paper. It is pointed out that such methods are reliable and accurate, easy to program, and generally better than other presently available methods. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Reginald P. Tewarson / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65F60 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15A16 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6228540 / rank | |||
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Property / zbMATH Keywords | |||
entire function of a matrix | |||
Property / zbMATH Keywords: entire function of a matrix / rank | |||
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symmetric polynomial of \(n\)th order | |||
Property / zbMATH Keywords: symmetric polynomial of \(n\)th order / rank | |||
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matrix exponential | |||
Property / zbMATH Keywords: matrix exponential / rank | |||
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numerical calculation of functions of matrices | |||
Property / zbMATH Keywords: numerical calculation of functions of matrices / rank | |||
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numerical examples | |||
Property / zbMATH Keywords: numerical examples / rank | |||
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Revision as of 12:03, 29 June 2023
scientific article
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English | On the calculation of functions of matrices |
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On the calculation of functions of matrices (English)
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18 November 2013
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It is pointed out that the representation of entire functions of matrices involving symmetric polynomials is remarkable, since formulas expressing these functions via the principal minors of matrices can be derived. It is shown that these formulas can serve as a basis for developing new methods for the numerical calculation of functions of matrices. These methods do not require the calculation of eigenvalues of the relevant matrices. Two examples of such methods are presented in this paper. It is pointed out that such methods are reliable and accurate, easy to program, and generally better than other presently available methods.
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entire function of a matrix
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symmetric polynomial of \(n\)th order
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matrix exponential
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numerical calculation of functions of matrices
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numerical examples
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