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arXiv · 1402.4003

Computation of a function of a matrix with close eigenvalues by means of the Newton interpolating polynomial

V. G. Kurbatov·I. V. Kurbatova
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Abstract

An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This algorithm is a modification of some well known and widely used algorithms. A novel feature is an approximate calculation of divided differences for the Newton interpolating polynomial in a special way. This modification does not require to reorder the Schur triangular form and to solve Sylvester equations.

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BibTeXRIS

V. G. Kurbatov, I. V. Kurbatova. 2014-02-17. Computation of a function of a matrix with close eigenvalues by means of the Newton interpolating polynomial. https://arxiv.org/abs/1402.4003

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