Computing Aα, log(A) and related matrix functions by contour integrals
New methods are proposed for the numerical evaluation of f(A) or f(A) b, where f(A) is a function such as A½ or log(A) with singularities in (-∞,0] and A is a matrix with eigenvalues on or near (0,∞). The methods are based on combining contour integrals evaluated by the periodic trapezoid rule with...
| Main Authors: | , , |
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| Format: | Report |
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Unspecified
2007
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