On the calculation of functions of matrices

DOI10.1134/S0001434613070171MaRDI QIDQ382372zbMATH OpenFDO

Authors Yuriy N. Belyayev

Publication date 18 November 2013

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0001434613070171

zbMATH Keywords

entire function of a matrixmatrix exponentialnumerical calculation of functions of matricesnumerical examplessymmetric polynomial of \(n\)th order

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

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.

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