Recursive expansion of the matrix step function using polynomials of degree eight

DOI10.48550/arXiv.2606.24701MaRDI QIDQ7269978arXivFDO

Authors Emanuel H. Rubensson, Elias Jarlebring, Gustaf Lorentzon

Publication date 23 June 2026

Published in arXiv

Tldr We propose an efficient method for computing the matrix step function by recursively expanding it using polynomials of degree eight. The key novelty is a new evaluation scheme requiring only three matrix-matrix multiplications and three matrices in memory, making available a larger class of component polynomials that significantly reduces the number of matrix-matrix multiplications required.

Full work available at URL https://doi.org/10.48550/arXiv.2606.24701

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Numerical computation of matrix exponential and similar matrix functions (65F60)

arXiv classification

math.NA

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