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This article is cited in 12 scientific papers (total in 12 papers)
On the Calculation of Functions of Matrices
Yu. N. Belyaev Syktyvkar State University
Abstract:
The representation of entire functions of matrices via symmetric polynomials of $n$th order is obtained. A method of deriving analytic formulas for functions of matrices of second, third, and fourth orders is obtained. Symmetric polynomials are used to construct algorithms for the numerical calculations of entire functions of matrices, in particular, of matrix exponentials, not requiring the determination of the eigenvalues of the matrices. The efficiency of the proposed numerical methods is estimated.
Keywords:
entire function of a matrix, symmetric polynomial of $n$th order, matrix exponential, numerical calculation of functions of matrices.
Received: 03.03.2012 Revised: 30.09.2012
Citation:
Yu. N. Belyaev, “On the Calculation of Functions of Matrices”, Mat. Zametki, 94:2 (2013), 175–182; Math. Notes, 94:2 (2013), 177–184
Linking options:
https://www.mathnet.ru/eng/mzm9345https://doi.org/10.4213/mzm9345 https://www.mathnet.ru/eng/mzm/v94/i2/p175
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