Computation of Generalized Matrix Functions
نویسندگان
چکیده
منابع مشابه
Computation of Generalized Matrix Functions
We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra, 1(2), 1973, pp. 163–171]. Our algorithms are based on Gaussian quadrature and Golub–Kahan bidiagonalization. Block variants are also investigated. Numerical experiments are performed to illustrate the effectiven...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2016
ISSN: 0895-4798,1095-7162
DOI: 10.1137/15m1049634