Computation of Generalized Matrix Functions

نویسندگان

  • Francesca Arrigo
  • Michele Benzi
  • Caterina Fenu
چکیده

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 effectiveness and efficiency of our techniques in computing generalized matrix functions arising in the analysis of networks.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized matrix functions, determinant and permanent

In this paper, using permutation matrices or symmetric matrices, necessary and sufficient conditions are given for a generalized matrix function to be the determinant or the permanent. We prove that a generalized matrix function is the determinant or the permanent if and only if it preserves the product of symmetric permutation matrices. Also we show that a generalized matrix function is the de...

متن کامل

MRA parseval frame multiwavelets in L^2(R^d)

In this paper, we characterize multiresolution analysis(MRA) Parseval frame multiwavelets in L^2(R^d) with matrix dilations of the form (D f )(x) = sqrt{2}f (Ax), where A is an arbitrary expanding dtimes d matrix with integer coefficients, such that |detA| =2. We study a class of generalized low pass matrix filters that allow us to define (and construct) the subclass of MRA tight frame multiwa...

متن کامل

A mathematically simple method based on denition for computing eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices

In this paper, a fundamentally new method, based on the denition, is introduced for numerical computation of eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. Some examples are provided to show the accuracy and reliability of the proposed method. It is shown that the proposed method gives other sequences than that of existing methods but they still are convergent to th...

متن کامل

ON THE FUNCTION OF BLOCK ANTI DIAGONAL MATRICES AND ITS APPLICATION

The matrix functions appear in several applications in engineering and sciences. The computation of these functions almost involved complicated theory. Thus, improving the concept theoretically seems unavoidable to obtain some new relations and algorithms for evaluating these functions. The aim of this paper is proposing some new reciprocal for the function of block anti diagonal matrices. More...

متن کامل

Computing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method

A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 37  شماره 

صفحات  -

تاریخ انتشار 2016