Roundoff error analysis of the double-exponential formula-based method for the matrix sign function

DOI10.14495/jsiaml.16.13arXiv2309.17228OpenAlexW4391956853MaRDI QIDQ6125983

Unnamed Author, Yusaku Yamamoto, Shuhei Kudo

Publication date: 9 April 2024

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2309.17228

zbMATH Keywords

numerical integrationroundoff error analysiselliptic integralmatrix sign functiondouble-exponential formula

Mathematics Subject Classification ID

Numerical analysis (65-XX) Linear and multilinear algebra; matrix theory (15-XX)

Cites Work

• Double exponential formulas for numerical integration
• Stable and Efficient Spectral Divide and Conquer Algorithms for the Symmetric Eigenvalue Decomposition and the SVD
• Accuracy and Stability of Numerical Algorithms
• Functions of Matrices