Algorithms for the computation of the matrix logarithm based on the double exponential formula

DOI10.1016/j.cam.2019.112396zbMath1437.65036arXiv1901.07834OpenAlexW2970727837WikidataQ115581027 ScholiaQ115581027MaRDI QIDQ1989194

Yuto Miyatake, Fuminori Tatsuoka, Tomohiro Sogabe, Shao-Liang Zhang

Publication date: 24 April 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.07834

zbMATH Keywords

numerical integrationmatrix functionmatrix logarithmdouble exponential formula

Mathematics Subject Classification ID

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

Uses Software

• SparseMatrix
• mftoolbox
• Matrix Depot

Cites Work

• Double exponential formulas for numerical integration
• Computation of the matrix \(p\)th root and its Fréchet derivative by integrals
• Matrix Arithmetic-Geometric Mean and the Computation of the Logarithm
• The university of Florida sparse matrix collection
• Improved Inverse Scaling and Squaring Algorithms for the Matrix Logarithm
• Likelihood-Based Estimation of Multidimensional Langevin Models and Its Application to Biomolecular Dynamics
• A classical bound on quantum entropy
• Computational Techniques for Real Logarithms of Matrices
• Functions of Matrices
• A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines

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