Determination of a matrix function using the divided difference method of Newton and the interpolation technique of Hermite (Q2389538)

The paper deals with the determination of a matrix function \(f(A)\), where the matrix \(A\) is a square matrix of order \(n\) with elements in the complex field. A matrix function \(f(A)\) is defined and determined by using matrix polynomials and Newton divided differences for distinct eigenvalues \(\lambda (A)\) of the matrix \(A\). A computational algorithm is supplied. An extension considering not necessarily distinct eigenvalues of the matrix \(A\) is included when using the Hermite interpolation approach. The efficiency of the method is illustrated by numerous numerical examples.