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...

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Hlavní autoři: Hale, N, Higham, N, Trefethen, L
Médium: Journal article
Jazyk:English
Vydáno: 2008