Functions of Matrices
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Publication:5459239
DOI10.1137/1.9780898717778zbMATH Open1167.15001DBLPbooks/daglib/0020241OpenAlexW1483804921WikidataQ29391659 ScholiaQ29391659MaRDI QIDQ5459239FDOQ5459239
Authors: Nicholas J. Higham 
Publication date: 25 April 2008
Full work available at URL: https://doi.org/10.1137/1.9780898717778
Recommendations
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra (15-01) Numerical linear algebra (65Fxx) Linear and multilinear algebra; matrix theory (15-XX)
Cited In (only showing first 100 items - show all)
- Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
- Performance output tracking for a one-dimensional heat equation with input delay
- Matrix functions in network analysis
- An output error bound for time-limited balanced truncation
- Suboptimal linear estimation for continuous-discrete bilinear systems
- Modelling fungal growth with fractional transport models
- Construction of stable and globally convergent schemes for the matrix sign function
- A matrix-algebraic algorithm for the Riemannian logarithm on the Stiefel manifold under the canonical metric
- Verified solutions of delay eigenvalue problems
- Functions and Jordan canonical forms of Riordan matrices
- Further results on generalized centro-invertible matrices
- Improving formulas for the eigenvalues of finite block-Toeplitz tridiagonal matrices
- A numerical method to compute derivatives of functions of large complex matrices and its application to the overlap Dirac operator at finite chemical potential
- A geodesic feedback law to decouple the full and reduced attitude
- On the robustness of Riccati flows to complete model misspecification
- On-the-fly backward error estimate for matrix exponential approximation by Taylor algorithm
- Backward error analysis of polynomial approximations for computing the action of the matrix exponential
- A note on trigonometric identities involving non-commuting matrices
- Enhanced matrix function approximation
- Vector estimates for \(f(A)\mathbf b\) via extrapolation
- A new efficient and accurate spline algorithm for the matrix exponential computation
- On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions
- From microscopic price dynamics to multidimensional rough volatility models
- Numerically stable iterative methods for computing matrix sign function
- On Bernoulli matrix polynomials and matrix exponential approximation
- Computing primary solutions of equations involving primary matrix functions
- Skew symmetric logarithms and geodesics on \(\mathrm{O}_n(\mathbb{R})\)
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation
- A perturbation analysis of stochastic matrix Riccati diffusions
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach
- The bipolar decomposition
- Interpolation on symmetric spaces via the generalized polar decomposition
- On the construction and properties of \(m\)-step methods for FDEs
- Exponential martingales and changes of measure for counting processes
- Static elastic cloaking, low-frequency elastic wave transparency and neutral inclusions
- A Taylor expansion of the square root matrix function
- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- Computing the action of trigonometric and hyperbolic matrix functions
- On the local structure of spacetime in ghost-free bimetric theory and massive gravity
- Nonlinear eigenvalue and frequency response problems in industrial practice
- Solving engineering models using hyperbolic matrix functions
- Square roots of \(3\times 3\) matrices
- A generalized Steffensen's method for matrix sign function
- Construction of a convergent scheme for finding matrix sign function
- Strong migration limit for games in structured populations: applications to dominance hierarchy and set structure
- Iterative methods for low rank approximation of graph similarity matrices
- Scaling and modified squaring method for the matrix exponential
- Optimal control of linear systems with fractional derivatives
- Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix
- Embeddability of Kimura 3ST Markov matrices
- Balanced truncation model order reduction in limited time intervals for large systems
- The Leja method revisited: backward error analysis for the matrix exponential
- Numerically stable formulas for a particle-based explicit exponential integrator
- Perturbations and projections of Kalman-Bucy semigroups
- Mixed matrix sign function/DFT inversion method for solving parameter-dependent Riccati equation
- Generalized linearization techniques in electrical impedance tomography
- Parallel matrix function evaluation via initial value ODE modeling
- On functions of quasi-Toeplitz matrices
- New iterative methods for finding matrix sign function: derivation and application
- Some matrix iterations for computing matrix sign function
- A topological view on the identification of structural vector autoregressions
- Efficient implementation of rational approximations to fractional differential operators
- Monotonicity and positivity of coefficients of power series expansions associated with Newton and Halley methods for the matrix \(p\)th root
- On the exponential generating function for non-backtracking walks
- Conditioning and relative error propagation in linear autonomous ordinary differential equations
- Computing the maximum amplification of the solution norm of differential-algebraic systems
- Rational approximation to the fractional Laplacian operator in reaction-diffusion problems
- A non-holomorphic functional calculus and the complex conjugate of a matrix
- Efficient resonance computations for Helmholtz problems based on a Dirichlet-to-Neumann map
- An effective recursive formula for the Frobenius covariants in matrix functions
- State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case
- Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics
- Communication in complex networks
- Finite-dimensional indefinite inner product spaces and applications in numerical analysis
- Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness
- Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
- Two algorithms for computing the matrix cosine function
- Solution formulas for differential Sylvester and Lyapunov equations
- Stochastic estimates for the trace of functions of matrices via Hadamard matrices
- A shifted block FOM algorithm with deflated restarting for matrix exponential computations
- Numerical solution of time-dependent problems with fractional power elliptic operator
- A Concise Parametrization of Affine Transformation
- Multiple orthogonal polynomials applied to matrix function evaluation
- Numerical solving unsteady space-fractional problems with the square root of an elliptic operator
- Positivity preserving exponential integrators for differential Riccati equations
- Efficient evaluation of matrix polynomials
- Structure-preserving diagonalization of matrices in indefinite inner product spaces
- On a sub-Stiefel Procrustes problem arising in computer vision.
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- A Rational Function Preconditioner For Indefinite Sparse Linear Systems
- How accurately should I compute implicit matrix-vector products when applying the Hutchinson trace estimator?
- Procrustes problems in Riemannian manifolds of positive definite matrices
- Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
- Robustness of solutions of the inverse problem for linear dynamical systems with uncertain data
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator
- A globally convergent variant of mid-point method for finding the matrix sign
- The extended global Lanczos method for matrix function approximation
- On the exponential of semi-infinite quasi-Toeplitz matrices
- Constructing a high-order globally convergent iterative method for calculating the matrix sign function
- A pseudo-spectral based method for time-fractional advection-diffusion equation
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