A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions
نویسندگان
چکیده
The Schur--Parlett algorithm, implemented in MATLAB as \textttfunm, evaluates an analytic function $f$ at $n\times n$ matrix argument by using the Schur decomposition and a block recurrence of P...
منابع مشابه
A Schur-Parlett Algorithm for Computing Matrix Functions
An algorithm for computing matrix functions is presented. It employs a Schur decomposition with reordering and blocking followed by the block form of a recurrence of Parlett, with functions of the nontrivial diagonal blocks evaluated via a Taylor series. A parameter is used to balance the conflicting requirements of producing small diagonal blocks and keeping the separations of the blocks large...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2021
ISSN: ['1095-7162', '0895-4798']
DOI: https://doi.org/10.1137/20m1365326