Computing the Logarithm of a Symmetric Positive Deenite Matrix
نویسنده
چکیده
A numerical method for computing the logarithm of a symmetric positive dee-nite matrix is developed in this paper. It is based on reducing the original matrix to a tridiagonal matrix by orthogonal similarity transformations and applying Pad e approximations to the logarithm of the tridiagonal matrix. Theoretical studies and numerical experiments indicate that the method is quite eecient when the matrix is not very ill-conditioned.
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تاریخ انتشار 2007