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arXiv · 2501.10028

Scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions

Lidia Aceto·Luca Gemignani
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Abstract

This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A) := (\varphi_\ell(A))^{-1}$, for $\ell =1,2,\ldots,$ when $A$ is a large and sparse matrix with eigenvalues in the open left half-plane. While $\varphi$-functions play a crucial role in the analysis and implementation of exponential integrators, their inverses arise in solving certain direct and inverse differential problems with non-local boundary conditions. We propose an adaptation of the standard scaling-and-squaring technique for computing $\psi_\ell(A)$, based on the Newton-Schulz iteration for matrix inversion. The convergence of this method is analyzed both theoretically and numerically. In addition, we derive and analyze Pad\'e approximants for approximating $\psi_1(A/2^s)$, where $s$ is a suitably chosen integer, necessary at the root of the squaring process. Numerical experiments demonstrate the effectiveness of the proposed approach.

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Lidia Aceto, Luca Gemignani. 2025-01-17. Scaling-and-squaring method for computing the inverses of matrix $\varphi$-functions. https://arxiv.org/abs/2501.10028

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