A truncated Taylor series algorithm for computing the action of trigonometric and hyperbolic matrix functions

DOI10.1137/17M1145227MaRDI QIDQ4568103zbMATH OpenOpenAlexFDO

Authors Awad H. Al-Mohy

Publication date 15 June 2018

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.08360

zbMATH Keywords

matrix cosinematrix sineTaylor seriestrigonometric integrator

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Abstract: A new algorithm is derived for computing the actions $f(tA)B$ and $f(t{A}^{1/2})B$, where $f$ is cosine, sinc, sine, hyperbolic cosine, hyperbolic sinc, or hyperbolic sine function. $A$ is an $nimesn$ matrix and $B$ is $nimes{n}_0$ with $n_{0}lln$. $A^{1/2}$ denotes any matrix square root of $A$ and it is never required to be computed. The algorithm offers six independent output options given $t$, $A$, $B$, and a tolerance. For each option, actions of a pair of trigonometric or hyperbolic matrix functions are simultaneously computed. The algorithm scales the matrix $A$ down by a positive integer $s$, approximates $f(s^{-1}tA)B$ by a truncated Taylor series, and finally uses the recurrences of the Chebyshev polynomials of the first and second kind to recover $f(tA)B$. The selection of the scaling parameter and the degree of Taylor polynomial are based on a forward error analysis and a sequence of the form $|A^k{|}^{1/k}$ in such a way the overall computational cost of the algorithm is optimized. Shifting is used where applicable as a preprocessing step to reduce the scaling parameter. The algorithm works for any matrix $A$ and its computational cost is dominated by the formation of products of $A$ with $nimes{n}_0$ matrices that could take advantage of the implementation of level-3 BLAS. Our numerical experiments show that the new algorithm behaves in a forward stable fashion and in most problems outperforms the existing algorithms in terms of CPU time, computational cost, and accuracy.

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Cited in

(14)

• Computing the matrix cosine
• A DPG-based time-marching scheme for linear hyperbolic problems
• The complex step approximation to the higher order Fréchet derivatives of a matrix function
• New Hermite series expansion for computing the matrix hyperbolic cosine
• Matrix inverse trigonometric and inverse hyperbolic functions: theory and algorithms
• Efficient and accurate algorithms for computing matrix trigonometric functions
• Computing the wave-kernel matrix functions
• Directions for computing truncated multivariate Taylor series
• An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential
• Computing the action of trigonometric and hyperbolic matrix functions
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Describes a project that uses

Uses Software

• SparseMatrix
• mctoolbox
• mftoolbox

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