Computing AAlpha, 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 A1/2 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 wi...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2008
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