An Efficient Algorithm for Basic Elementary Matrix Functions with Specified Accuracy and Application
Huizeng Qin,
Youmin Lu
Abstract:If the matrix function f(At) posses the properties of f(At)=gf(tkA, then the recurrence formula fi−1=gfi,i=N,N−1,⋯,1,f(tA)=f0, can be established. Here, fN=f(AN)=∑j=0majANj,AN=tkNA. This provides an algorithm for computing the matrix function f(At). By specifying the calculation accuracy p, a method is presented to determine m and N in a way that minimizes the time of the above algorithm, thus providing a fast algorithm for f(At). It is important to note that m only depends on the calculation accuracy p and is… Show more
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