Computing the Matrix Logarithm with the Romberg Integration Method

Autor: Javier Ibáñez, José M. Alonso, Emilio Defez, Pedro Alonso-Jordá, Jorge Sastre
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Algorithms, Vol 16, Iss 9, p 434 (2023)
Druh dokumentu: article
ISSN: 1999-4893
DOI: 10.3390/a16090434
Popis: The matrix logarithm function has applicability in many engineering and science fields. Improvements in its calculation, from the point of view of both accuracy and/or execution time, have a direct impact on these disciplines. This paper describes a new numerical algorithm devoted to matrix logarithm computation and using the Romberg integration method, together with the inverse scaling and squaring technique. This novel method was implemented and compared with three different state-of-the-art codes, all based on Padé approximation. The experimental results, under a heterogeneous matrix test battery, showed that the new method was numerically stable, with an elapsed time midway among the other codes, and it generally offered a higher accuracy.
Databáze: Directory of Open Access Journals
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