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...
| Κύριοι συγγραφείς: | , , |
|---|---|
| Μορφή: | Journal article |
| Γλώσσα: | English |
| Έκδοση: |
2008
|