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This note considers the computation of the logarithm of symmetric positive definite matrices using the Gauss--Legendre (GL) quadrature. The GL quadrature becomes slow when the condition number of the given matrix is large. In this note, we propose a
Externí odkaz:
http://arxiv.org/abs/2410.22014
Publikováno v:
Special Matrices, Vol 12, Iss 1, Pp 970-989 (2024)
This article considers the computation of the matrix exponential eA{{\rm{e}}}^{A} with numerical quadrature. Although several quadrature-based algorithms have been proposed, they focus on (near) Hermitian matrices. In order to deal with non-Hermitian
Externí odkaz:
https://doaj.org/article/7c76cdb981cc4f7fa61c7c9f9fead7b9
Publikováno v:
Spec. Matrices, 12 (2024) 20240013
This paper considers the computation of the matrix exponential $\mathrm{e}^A$ with numerical quadrature. Although several quadrature-based algorithms have been proposed, they focus on (near) Hermitian matrices. In order to deal with non-Hermitian mat
Externí odkaz:
http://arxiv.org/abs/2306.14197
Publikováno v:
Electron. T. Numer. Ana., 54 (2021) 558-580
Two quadrature-based algorithms for computing the matrix fractional power $A^\alpha$ are presented in this paper. These algorithms are based on the double exponential (DE) formula, which is well-known for its effectiveness in computing improper integ
Externí odkaz:
http://arxiv.org/abs/2012.01667
We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally employed;
Externí odkaz:
http://arxiv.org/abs/1901.07834
Publikováno v:
J. Math. Res. Appl., 37 (2017), 107-118
Incremental Newton (IN) iteration, proposed by Iannazzo, is stable for computing the matrix $p$th root, and its computational cost is $\mathcal{O}(n^3p)$ flops per iteration. In this paper, a cost-efficient variant of IN iteration is presented. The c
Externí odkaz:
http://arxiv.org/abs/1611.02848
Publikováno v:
数理解析研究所講究録. 2167:1-9
Two quadrature-based algorithms for computing the matrix fractional power $A^\alpha$ are presented in this paper. These algorithms are based on the double exponential (DE) formula, which is well-known for its effectiveness in computing improper integ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______386::e574fbfcf10314beca9cb70626708e92
http://epub.oeaw.ac.at/?arp=buecher/Organisationseinheiten/_id105092_/ETNA/etna_Vol_54/pp558-580.pdf
http://epub.oeaw.ac.at/?arp=buecher/Organisationseinheiten/_id105092_/ETNA/etna_Vol_54/pp558-580.pdf
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