Computing f(A)b for Matrix Functions f

  • Philip I. Davies
  • Nicholas J. Higham
Part of the Lecture Notes in Computational Science and Engineering book series (LNCSE, volume 47)

Summary

For matrix function f we investigate how to compute a matrix-vector product f(A)b without explicitly computing f(A). A general method is described that applies quadrature to the matrix version of the Cauchy integral theorem. Methods specific to the logarithm, based on quadrature, and fractional matrix powers, based on solution of an ordinary differential equation initial value problem, are also presented

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Philip I. Davies
    • 1
  • Nicholas J. Higham
    • 1
  1. 1.School of MathematicsUniversity of ManchesterManchesterEngland

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